Skip to main navigation
Skip to search
Skip to main content
University of Nottingham Ningbo China Home
Home
Profiles
Research units
Research output
Projects
Prizes
Activities
Press/Media
Impacts
Student theses
Search by expertise, name or affiliation
Intraday VaR: A copula-based approach
Keli Wang,
Xiaoquan Liu
, Wuyi Ye
Department of Finance, Accounting and Economics
Research output
:
Journal Publication
›
Article
›
peer-review
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Intraday VaR: A copula-based approach'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
At-risk
100%
At-risk Prediction
25%
Backtesting
25%
Chinese Stocks
25%
Computing Technology
25%
Copula Function
25%
Copula-based Approach
100%
Estimation Model
25%
High-frequency Financial Data
25%
Intraday Pattern
25%
Joint Distribution
25%
Monte Carlo Simulation
25%
Risk Management Tools
25%
Simulation-based
25%
Transaction Data
25%
Volume Duration
25%
W-shaped
25%
Mathematics
Backtestings
20%
Copula
100%
Estimated Model
20%
Joint Distribution
20%
Management Tool
20%
Monte Carlo
20%
Value at Risk
100%
Engineering
Alternative Model
100%
Joint Distribution
100%
Risk Prediction
100%
Economics, Econometrics and Finance
Investors
100%
Monte Carlo Simulation
100%
Risk Management
100%
Computer Science
Alternative Model
20%
Computing Technology
20%
Joint Distribution
20%
Management Tool
20%
Monte Carlo Simulation
20%
Risk Management
20%
Transaction Data
20%
Value at Risk
100%