
Forecasting Extreme Returns in Financial Markets: A Discrete Duration Framework
Author(s) -
Katarzyna BieńBarkowska
Publication year - 2020
Publication title -
acta physica polonica. a
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.217
H-Index - 38
eISSN - 1898-794X
pISSN - 0587-4246
DOI - 10.12693/aphyspola.138.48
Subject(s) - duration (music) , financial market , finance , econometrics , business , economics , physics , acoustics