Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
| Year of publication: |
2006
|
|---|---|
| Authors: | Bao, Yong ; Lee, Tae-Hwy ; Saltoglu, Burak |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 25.2006, 2, p. 101-128
|