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Predicting tail-related risk measures : the consequences of using GARCH filters for non-GARCH data
Jalal, Amine; Rockinger, Michael - In: Journal of empirical finance 15 (2008) 5, pp. 868-877
Persistent link: https://www.econbiz.de/10003776390
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Predicting tail-related risk measures : the consequences of using GARCH filters for non-GARCH data
Jalal, Amine (contributor); Rockinger, Michael (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436213