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
Argitalpen urtea: 2010
Alea: 29
Zenbakia: 7
Mota: Artikulua
Aldizkaria:
Journal of Forecasting
