Research | Funded Projects
Research Funded Projects
FORECASTING VALUE-AT-RISK AND EXPECTED SHORTFALL FROM HIGH-FREQUENCY DATA AND CONSISTENT LOSS FUNCTIONS
| Department | Dipartimento di Scienze Economiche e Statistiche/DISES | |
| Principal Investigator | NAIMOLI ANTONIO | |
| Funding | University funds | |
| Funders | Università degli Studi di SALERNO | |
| Cost | 1.922,00 euro | |
| Project duration | 25 November 2024 - 25 November 2027 | |
| Research Team | NAIMOLI ANTONIO (Project Coordinator) CANDILA Vincenzo (Researcher) CORETTO Pietro (Researcher) FEO Giuseppe (Researcher) HOVHANNISYAN Agnesa (Researcher) Milito Sara (Researcher) PAL TIBOR (Researcher) Peluso Alfonso (Researcher) STORTI Giuseppe (Researcher) |
