Suvra Pal
- Parametric quantile autoregressive conditional duration models with application to intraday value-at-risk
2023/08/29 by Helton Saulo, Saulo, Helton, Suvra Pal +7 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #62F99 #62M99 #Efficiency Analysis Using DEA #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #G.0 #G.3 #Insurance, Mortality, Demography, Risk Management #Machine Learning (stat.ML) #Methodology (stat.ME)