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1 Ergebnisse
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Daily value-at-risk modeling and forecast evaluation: The r..:
Wong, Zhen Yao
;
Chin, Wen Cheong
;
Tan, Siow Hooi
The Journal of Finance and Data Science. 2 (2016) 3 - p. 171-187 , 2016
Link:
https://doi.org/10.1016/j.jfds.2016.12.001
RT Journal T1
Daily value-at-risk modeling and forecast evaluation: The realized volatility approach
UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.jfds.2016.12.001&Exemplar=1&LAN=DE A1 Wong, Zhen Yao A1 Chin, Wen Cheong A1 Tan, Siow Hooi PB Elsevier BV YR 2016 SN 2405-9188 JF The Journal of Finance and Data Science VO 2 IS 3 SP 171 OP 187 LK http://dx.doi.org/https://doi.org/10.1016/j.jfds.2016.12.001 DO https://doi.org/10.1016/j.jfds.2016.12.001 SF ELIB - SuUB Bremen
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