A Study of Value‐at‐Risk Based on M‐Estimators of the Conditional Heteroscedastic Models
| Year of publication: |
2012
|
|---|---|
| Authors: | Iqbal, Farhat ; Mukherjee, Kanchan |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 31.2012, 5, p. 377-390
|
| Publisher: |
John Wiley & Sons, Ltd. |