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~isPartOf:"International journal of forecasting"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"The journal of futures markets"
~person:"Harris, Richard D. F."
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Harris, Richard D. F.
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International journal of forecasting
SFB 649 discussion paper
The journal of futures markets
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Hedging and value at risk : a semi-parametric approach
Cao, Zhiguang
;
Harris, Richard D. F.
;
Shen, Jian
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 780-794
Persistent link: https://www.econbiz.de/10003985090
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2
Hedging and value at risk
Harris, Richard D. F.
;
Shen, Jian
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 369-390
Persistent link: https://www.econbiz.de/10003304084
Saved in:
3
Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns
Guermat, Cherif
;
Harris, Richard D. F.
- In:
International journal of forecasting
18
(
2002
)
3
,
pp. 409-419
Persistent link: https://www.econbiz.de/10001690084
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