Forecasting value at risk and conditional value at risk using option market data
| Year of publication: |
2021
|
|---|---|
| Authors: | Molino, Annalisa ; Sala, Carlo |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 40.2021, 7 (19.02.), p. 1190-1213
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2756 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012406781