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  3. Research
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Projects

ANTONIO NAIMOLI Projects

FORECASTING VALUE-AT-RISK AND EXPECTED SHORTFALL FROM HIGH-FREQUENCY DATA AND CONSISTENT LOSS FUNCTIONS

DepartmentDipartimento di Scienze Economiche e Statistiche/DISES
FundingUniversity funds
FundersUniversità  degli Studi di SALERNO
Cost1.922,00 euro
Project duration25 November 2024 - 25 November 2028
Research TeamNAIMOLI ANTONIO (Project Coordinator)
CANDILA VINCENZO (Researcher)
CORETTO Pietro (Researcher)
STORTI Giuseppe (Researcher)