Single-index and portfolio models for forecasting value-at-risk thresholds
| Year of publication: |
2008
|
|---|---|
| Authors: | Mcaleer, Michael ; da Veiga, Bernardo |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 27.2008, 3, p. 217-236
|