Value-at-risk under market shifts through highly flexible models
| Year of publication: |
2018
|
|---|---|
| Authors: | BenSaïda, Ahmed ; Boubaker, Sabri ; Nguyen, Duc Khuong ; Slim, Skander |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 0277-6693, ZDB-ID 2001645-1. - Vol. 37.2018, 8 (10.01.), p. 790-804
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2503 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012081973