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 |
| Scopus Subject Areas: | Social Sciences & Humanities > Finance
Social Sciences & Humanities > Economics and Econometrics |
| Language: | English |
| Date: | 2006 |
| Deposited On: | 30 Jul 2014 11:54 |
| Last Modified: | 30 Jul 2020 14:07 |
| Publisher: | Oxford |
| ISSN: | 1479-8409 |
| OA Status: | Closed |
| 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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Kuester, Keith