Bayesian modeling and forecasting of Value‐at‐Risk via threshold realized volatility
| Year of publication: |
2018
|
|---|---|
| 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
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/asmb.2395 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012272414