Evaluating portfolio value-at-risk using semi-parametric GARCH models
| Authors: | ROMBOUTS, Jeroen VK ; VERBEEK, Marno |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Quantitative Finance, 9(6), 737-745, 2009 Number 2299 |
| Other identifiers: | 10.1080/14697680902785284 [DOI] |
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Persistent link: https://www.econbiz.de/10010675414