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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of forecasting"
~person:"Da Veiga, Bernardo"
~subject:"ARCH model"
~subject:"Statistical distribution"
~subject:"Systemrisiko"
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TWO-COMPONENT EXTREME VALUE DI...
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Applied economics letters
Journal of forecasting
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
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