Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Louzis, Dimitrios P. and Xanthopoulos-Sisinis, Spyros and Refenes, Apostolos P. (2011): Are realized volatility models good candidates for alternative Value at Risk prediction strategies? |
Classification: | C13 - Estimation ; C53 - Forecasting and Other Model Applications ; G32 - Financing Policy; Capital and Ownership Structure ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | BASE |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015226599