Value-at-risk forecasting with the ARMA-GARCH family of models: Evaluation of ARMA-GARCH based models in a period of increased volatility on stock markets

Value-at-risk forecasting with the ARMA-GARCH family of models: Evaluation of ARMA-GARCH based models in a period of increased volatility on stock markets

Value-at-risk forecasting with the ARMA-GARCH family of models: Evaluation of ARMA-GARCH based models in a period of increased volatility on stock markets

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Value-at-risk forecasting with the ARMA-GARCH family of models: Evaluation of ARMA-GARCH based models in a period of increased volatility on stock markets

Overall Rating: 1.4 / 5 (average from multiple review sources, as of 12 Jun 2026)
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Value-at-risk forecasting with the ARMA-GARCH family of models: Evaluation of ARMA-GARCH based models in a period of increased volatility on stock markets

Overall Rating: 1.4 / 5 (average from multiple review sources, as of 12 Jun 2026)
Based on a total of 63 customer reviews from independent review platforms.

Sources & Transparency:
The values are derived from publicly available retailer ratings from platforms such as Feefo, http://Reviews.io , Trustpilot, and others, and are aggregated monthly.

All brand names and logos are the property of their respective owners.

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pricehunter.co.uk cannot guarantee that published shop ratings originate from consumers who have actually made a purchase from the reviewed retailer.
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Value-at-risk forecasting with the ARMA-GARCH family of models: Evaluation of ARMA-GARCH based models in a period of increased volatility on stock markets

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Pages: 112, Paperback, VDM Verlag Dr. Müller
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