Value‐at‐risk forecasting via dynamic asymmetric exponential power distributions
| Year of publication: |
2020
|
|---|---|
| Authors: | Ou, Lu ; Zhao, Zhibiao |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 40.2020, 2 (07.08.), p. 291-300
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2719 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012272995