Semi-nonparametric VaR forecasts for hedge funds during the recent crisis
- Del Brio, E.B.
- Mora-Valencia, A.
- Perote, J.
Aldizkaria:
Physica A: Statistical Mechanics and its Applications
ISSN: 0378-4371
Argitalpen urtea: 2014
Alea: 401
Orrialdeak: 330-343
Mota: Artikulua