Using CAViaR Models with Implied Volatility for Value‐at‐Risk Estimation
| Year of publication: |
2013
|
|---|---|
| Authors: | Jeon, Jooyoung ; Taylor, James W. |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 32.2013, 1, p. 62-74
|
| Publisher: |
John Wiley & Sons, Ltd. |