Caporin, Massimiliano, University of Padova, Italy
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STATISTICS AND DATA SCIENCE: NEW CHALLENGES, NEW GENERATIONS - SOL. 3 - Financial data modelling - 28th June, h. 11.15-12.30, room 007
News, Volatility and Price Jumps
Abstract -
50th Scientific meeting of the Italian Statistical Society - Financial Time Series Analysis (Specialized)
Conditional Quantile-Located VaR
Abstract PDF