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~isPartOf:"International journal of forecasting"
~person:"Opschoor, Anne"
~subject:"Statistical distribution"
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TWO-COMPONENT EXTREME VALUE DI...
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Opschoor, Anne
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International journal of forecasting
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Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
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