Pit Götz

Martin-Luther University Halle-Wittenberg

Große Steinstraße 73

Halle an der Saale , DE Sachsen-Anhalt 06108

Germany

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RQ-CAViAR Realized Quantity extended CAViAR Models and their Application.

Number of pages: 43 Posted: 30 Jan 2020 Last Revised: 02 Nov 2021
Pit Götz
Martin-Luther University Halle-Wittenberg
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Abstract:

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Value-at-Risk, Quantile Regression, Risk Management, CAViAR, Jump-Diffusion Process, Financial Econometrics