Skip to main content
Feedback to SSRN
Feedback
(required)
Email
(required)
Submit
Matteo Grigoletto
affiliation not provided to SSRN
Learn more about SSRN Profiles
SCHOLARLY PAPERS
1
DOWNLOADS
158
TOTAL CITATIONS
0
Feedback
Scholarly Papers (1)
Sort by:
Paper Title, A-Z
Paper Title, Z-A
Author Name, A-Z
Author Name, Z-A
Date Posted, Ascending
Date Posted, Descending
Downloads, Ascending
Downloads, Descending
Citations, Ascending
Citations, Descending
Actions:
Email selected abstracts
View:
Selected
Original List
All Versions
Hide All Versions
All Abstracts
Hide All Abstracts
(Rank)
1.
Value-at-Risk Prediction by Higher Moment Dynamics
Number of pages: 17
Posted: 07 Jul 2009
Matteo Grigoletto and
Francesco Lisi
affiliation not provided to SSRN
and University of Padua - Department of Statistical Sciences
Downloads
158
(379,898)
View PDF
Download
Abstract:
VaR prediction, GARCHDSK, dynamic skewness, dynamic kurtosis
Feedback
