Tables index

From

A Wavelet-ARMA-GARCH Refinement Method to VaR Estimate for Foreign Exchange Market

Samia Mederessi, Slaheddine Hallara

International Journal of Business and Risk Management. 2018, 1(1), 28-36
  • Table 1. Descriptive Statistics & Statistical Tests
  • Table 2. Experiments results for ARMA-GARCH VaR
  • Table 3. Experiments results for WDVaR (Haar,2)
  • Table 4. Experiments results for WDVaR (Sym6,2)
  • Table 5. Experiments results for WDVaR (Db4,2)
  • Table 6. Experiments results for WDVaR (Db4,5)