Publication: Conditional density and value-at-risk prediciton of Asian currency exchange rates
Conditional density and value-at-risk prediciton of Asian currency exchange rates
Date
Date
Date
2000
Journal Article
Published version
Citations
Mittnik, S., & Paolella, M. S. (2000). Conditional density and value-at-risk prediciton of Asian currency exchange rates. Journal of Forecasting, 19(4), 313–333. https://doi.org/10.1002/1099-131X(200007)19:4<313::AID-FOR776>3.0.CO;2-E
Metrics
Views
146 since deposited on 2014-07-30
Acq. date: 2025-11-08
Additional indexing
Creators (Authors)
- Mittnik, Stefan
Volume
Volume
Volume
19
Number
Number
Number
4
Page Range
Page Range
Page Range
313
Page end
Page end
Page end
333
Item Type
Item Type
Item Type
Journal Article
In collections
Scope
Scope
Scope
Contributions to practice (applied research)
Language
Language
Language
English
Publication date
Publication date
Publication date
2000
Date available
Date available
Date available
2014-07-30
ISSN or e-ISSN
ISSN or e-ISSN
ISSN or e-ISSN
0277-6693
OA Status
OA Status
OA Status
Closed
Free Access at
Free Access at
Free Access at
Unbekannt
Other Identification Number
Other Identification Number
Other Identification Number
merlin-id:4490
Official URL
Official URL
Official URL
Metrics
Views
146 since deposited on 2014-07-30
Acq. date: 2025-11-08
Citations
Mittnik, S., & Paolella, M. S. (2000). Conditional density and value-at-risk prediciton of Asian currency exchange rates. Journal of Forecasting, 19(4), 313–333. https://doi.org/10.1002/1099-131X(200007)19:4<313::AID-FOR776>3.0.CO;2-E
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