Evaluating Volatility Forecasts and Empirical Distributions in Value at Risk Models
| Year of publication: |
1999
|
|---|---|
| Authors: | Dockner, Engelbert J. ; Scheicher, Martin |
| Published in: |
Finanzmarkt und Portfolio-Management. - Luzern, ZDB-ID 6358792. - Vol. 13.1999, 1, p. 39-55
|