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Value-at-risk prediction: A comparison of alternative strategies


Kuester, Keith; Mittnik, Stefan; Paolella, Marc (2006). Value-at-risk prediction: A comparison of alternative strategies. Journal of Financial Econometrics, 4(1):53-89.

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Item Type:Journal Article, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Language:English
Date:2006
Deposited On:30 Jul 2014 11:54
Last Modified:05 Apr 2016 18:00
Publisher:Oxford
ISSN:1479-8409
Publisher DOI:https://doi.org/10.1093/jjfinec/nbj002
Official URL:http://jfec.oxfordjournals.org/content/4/1/53.short
Other Identification Number:merlin-id:3591

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