Type of publication: | Article |
---|---|
Language: | English |
Notes: | Meng, Xiaochun and Taylor, James (2018) An Approximate Long-Memory Range-Based Approach for Value at Risk Estimation. International Journal of Forecasting, 34 (3). pp. 377-388. |
Other identifiers: | 10.1016/j.ijforecast.2017.11.007 [DOI] |
Source: | BASE |
Persistent link: https://www.econbiz.de/10011904860