Accurate value-at-risk forecasting based on the normal-GARCH model
| Year of publication: |
2006
|
|---|---|
| Authors: | Hartz, Christoph ; Mittnik, Stefan ; Paolella, Marc |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2006, 4, p. 2295-2312
|
| Publisher: |
Elsevier |