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JEROME YEN [1]
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2010 [1]
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Early Warning of American Stock Market Crises Based on Volatility Model
Conference paper
Zhu, Simu. Early Warning of American Stock Market Crises Based on Volatility Model[C], 2022, 486-492.
Authors:
Zhu, Simu
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Submit date：2022/05/17
Arma-garch Model
Early Warning Of Crises
Value At Risk
Volatility Clustering Effect
Value-at-Risk Estimation of Crude Oil Price via Morphological Component Analysis
Conference paper
Kaijian He, Kin Keung Lai, Jerome Yen. Value-at-Risk Estimation of Crude Oil Price via Morphological Component Analysis[C], 2010, 381-385.
Authors:
Kaijian He
;
Kin Keung Lai
;
Jerome Yen
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Submit date：2019/12/10
Value At Risk Model
Morphological
Component
Analysis
Arma-garch Model
