Ranking the predictive performances of value-at-risk estimation methods
| Year of publication: |
2012
|
|---|---|
| Authors: | Şener, Emrah ; Baronyan, Sayad ; Ali Mengütürk, Levent |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 28.2012, 4, p. 849-874
|