Volatility specifications versus probability distributions in VaR forecasting
ISSN: 1099-131X, 0277-6693
Année de publication: 2021
Volumen: 40
Número: 2
Pages: 189-212
Type: Article
ISSN: 1099-131X, 0277-6693
Année de publication: 2021
Volumen: 40
Número: 2
Pages: 189-212
Type: Article