Volatility and VaR forecasting in the Madrid Stock Exchange
| Year of publication: |
2008
|
|---|---|
| Authors: | Ñíguez, Trino-Manuel |
| Published in: |
Spanish Economic Review. - Asociación Española de Economía - AEE. - Vol. 10.2008, 3, p. 169-196
|
| Publisher: |
Asociación Española de Economía - AEE |
| Subject: | FIAPARCH | Heavy-tailed distributions | Leverage effect | Long memory | VaR |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005755516