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~isPartOf:"Journal of risk"
~person:"López-Martín, Carmen"
~subject:"Aktienmarkt"
~subject:"Oil price"
~subject:"Schätztheorie"
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generalized autoregressive conditional heteroscedasticity (GARCH) model
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Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar
;
Benito Muela, Sonia
;
López-Martín, Carmen
; …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
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