Selection of Value-at-Risk models
| Year of publication: |
2003
|
|---|---|
| Authors: | Sarma, Mandira ; Thomas, Susan ; Shah, Ajay |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 22.2003, 4, p. 337
|