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The European Journal of Finance Volume 28, 2022 - Issue 13-15: Economic Science with Heterogeneous Interacting Agents
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Research Article

On the statistics of scaling exponents and the multiscaling value at risk

Giuseppe Brandia Department of Mathematics, King's College London, London, UKCorrespondence[email protected]
&
T. Di Matteoa Department of Mathematics, King's College London, London, UK;b Complexity Science Hub Vienna, Vienna, Austria;c Centro Ricerche Enrico Fermi, Rome, Italy
Pages 1361-1382 | Received 03 Feb 2020, Accepted 15 Mar 2021, Published online: 02 Apr 2021

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Giampaolo Gabbi & Giulia Iori. (2022) New measures for a new normal in finance and risk management. The European Journal of Finance 28:13-15, pages 1257-1262.
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Articles from other publishers (1)

Massimiliano Frezza, Sergio Bianchi & Augusto Pianese. (2021) Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process. Computational Management Science 19:1, pages 99-132.
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