Bayesian modeling and forecasting of Value‐at‐Risk via threshold realized volatility
Year of publication: |
2018
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---|---|
Authors: | Chen, Cathy W. S. ; Watanabe, Toshiaki |
Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 35.2018, 3 (17.09.), p. 747-765
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Publisher: |
Wiley |
Saved in:
Online Resource
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