Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data

Alexander Beck, Young Shin Kim, Svetlozar Rachev, Michael Feindt, Frank Fabozzi

Research output: Contribution to journalArticle

Fingerprint

Dive into the research topics of 'Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data'. Together they form a unique fingerprint.

Business & Economics