Leveraging Return Prediction Approaches for Improved Value-at-Risk Estimation

Farid Bagheri, Diego Reforgiato Recupero, Espen Sirnes. Leveraging Return Prediction Approaches for Improved Value-at-Risk Estimation. Data, 8(8):133, 2023. [doi]

Authors

Farid Bagheri

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Diego Reforgiato Recupero

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Espen Sirnes

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