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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of forecasting"
~person:"Dendramis, Yiannis"
~subject:"ARCH model"
~subject:"Statistical distribution"
~subject:"Systemrisiko"
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TWO-COMPONENT EXTREME VALUE DI...
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Dendramis, Yiannis
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Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis
;
Spungin, Giles E.
;
Tzavalis, Elias
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
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