Singular spectrum analysis for value at risk in stochastic volatility models
| Year of publication: |
2021
|
|---|---|
| Authors: | Arteche, Josu ; García‐Enríquez, Javier |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2021, 1 (13.06.), p. 3-16
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2796 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012632561