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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Bianchi, Michele Leonardo"
~person:"Kole, Erik"
~person:"Ortobelli, Sergio"
~person:"Scaillet, Olivier"
~subject:"Statistical distribution"
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Forecasting value-at-risk under temporal and portfolio aggregation
Kole, Erik
;
Markwat, Thijs
;
Opschoor, Anne
;
Dijk, Dick van
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 649-677
Persistent link: https://www.econbiz.de/10011987663
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