Evaluating portfolio value-at-risk using semi-parametric GARCH models
| Authors: | ROMBOUTS, Jeroen VK ; VERBEEK, Marno |
|---|---|
| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Quantitative Finance, 9(6), 737-745, 2009 Number -2299 |
| Other identifiers: | 10.1080/14697680902785284 [DOI] |
| Source: |
Persistent link: https://www.econbiz.de/10010704089