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"Forecasting Value-at-Risk with a duration-based POT method."

Paulo Araújo Santos, M. Isabel Fraga Alves (2013)

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DOI: 10.1016/J.MATCOM.2012.07.016

access: closed

type: Journal Article

metadata version: 2022-04-09

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Paulo Araújo Santos, M. Isabel Fraga Alves:
Forecasting Value-at-Risk with a duration-based POT method. Math. Comput. Simul. 94: 295-309 (2013)

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