Evaluation of VaR models' forecasting performance: the case of oil markets
| Year of publication: |
2012
|
|---|---|
| Authors: | Gallali, Med Imen ; Zahraa, Raggad |
| Published in: |
International journal of financial services management : IJFSM. - Olney, Bucks. : Inderscience Enterprises, ISSN 1460-6712, ZDB-ID 21933698. - Vol. 5.2012, 3 (1.1.), p. 197-216
|