Narrow search
Showing 1 - 2 of 2
Cover Image
Incorporating higher moments into value-at-risk forecasting
Polanski, Arnold; Stoja, Evarist - In: Journal of forecasting 29 (2010) 6, pp. 523-535
Persistent link: https://www.econbiz.de/10008935468
Cover Image
Dynamic density forecasts for multivariate asset returns
Polanski, Arnold; Stoja, Evarist - In: Journal of forecasting 30 (2011) 6, pp. 523-540
Persistent link: https://www.econbiz.de/10009354712