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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis"
~isPartOf:"Quantitative finance"
~isPartOf:"Revista de métodos cuantitativos para la economía y la empresa"
~subject:"Bias"
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GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
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