Pit Götz

Martin-Luther University Halle-Wittenberg

Große Steinstraße 73

Halle an der Saale , DE Sachsen-Anhalt 06108

Germany

  • Martin-Luther University Halle-Wittenberg

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

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
Downloads 56 (546,259)

Abstract:

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

2.

CAViAR Combination

Number of pages: 7 Posted: 08 Dec 2022
Pit Götz
Martin-Luther University Halle-Wittenberg
Downloads 16 (803,857)

Abstract:

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