A dominance approach for comparing the performance of VaR forecasting models

  1. Garcia-Jorcano, L.
  2. Novales, A.
Journal:
Computational Statistics

ISSN: 1613-9658,  0943-4062

Year of publication: 2020

Volume: 35

Issue: 3

Pages: 1411-1448

Type: Article

DOI: 10.1007/S00180-020-00990-4 GOOGLE SCHOLAR
Data source: Scopus