Volatility specifications versus probability distributions in VaR forecasting

  1. Garcia-Jorcano, L.
  2. Novales, A.
Journal:
Journal of Forecasting

ISSN: 1099-131X,  0277-6693

Year of publication: 2021

Volume: 40

Issue: 2

Pages: 189-212

Type: Article

DOI: 10.1002/FOR.2697 GOOGLE SCHOLAR
Data source: Scopus