Evaluating value at risk using selection criteria of the model and the information set
Year of publication: |
2010
|
---|---|
Authors: | Gargallo, Pilar ; Miguel, Jesus ; Olave, Pilar ; Salvador, Manuel |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 20.2010, 18, p. 1415-1429
|
Saved in:
Saved in favorites
Similar items by person
-
Evaluating value at risk using selection criteria of the model and the information set
Gargallo, Pilar, (2010)
-
Evaluating value at risk using selection criteria of the model and the information set
Gargallo, Pilar, (2010)
-
Testing heteroscedasticity: are parametric ARCH models appropriate?
Olave, Pilar, (2001)
- More ...