✦ LIBER ✦
GARCH models for daily stock returns: Impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
✍ Scribed by Ardia, David; Hoogerheide, Lennart F.
- Book ID
- 121692095
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 331 KB
- Volume
- 123
- Category
- Article
- ISSN
- 0165-1765
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