Kuester, Keith; Mittnik, Stefan; Paolella, Marc S (2006). Value-at-risk prediction: A comparison of alternative strategies. Journal of Financial Econometrics, 4(1):53-89.
Additional indexing
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: | 21 Jan 2022 14:38 |
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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Authors, Affiliations, Collaborations
Goethe-Universität Frankfurt am Main, Frankfurt am Main, Germany
Ludwig-Maximilians-Universität München, Munich, Germany
University of Zurich, Zurich, Switzerland
Source of ORCID ID: Author