Exponentially Smoothing the Skewed Laplace Distribution for Value‐at‐Risk Forecasting
| Year of publication: |
2013
|
|---|---|
| Authors: | Gerlach, Richard ; Lu, Zudi ; Huang, Hai |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 32.2013, 6, p. 534-550
|
| Publisher: |
John Wiley & Sons, Ltd. |