Time-varying higher-order conditional moments and forecasting intraday VaR and Expected Shortfall
| Year of publication: |
2010
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| Authors: | Ergün, A. Tolga ; Jun, Jongbyung |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 11142170. - Vol. 50.2010, 3, p. 264-273
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