A decision rule to minimize daily capital charges in forecasting value-at-risk
- McAleer, M.
- Jimenez-Martin, J.-A.
- Pérez-Amaral, T.
ISSN: 1099-131X, 0277-6693
Year of publication: 2010
Volume: 29
Issue: 7
Type: Article
Journal:
Journal of Forecasting
