Type of publication: Book / Working Paper
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