Volatility Modeling and Tail Risk Estimation of Financial Assets: Evidence from Gold, Oil, Bitcoin, and Stocks for Selected Markets
As investment portfolios become increasingly diversified and financial asset risks grow more complex, accurately forecasting the risk of multiple asset classes through mathematical modeling and identifying their heterogeneity has emerged as a critical topic in financial research. This study examines...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-07-01
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| Series: | Risks |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-9091/13/7/138 |
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