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Value-at-risk under measurement error
Doukali, Mohamed
;
Song, Xiaojun
;
Taamouti, Abderrahim
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 690-713
Persistent link: https://www.econbiz.de/10014543504
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2
Testing for asymmetric comovements
Chuang, O-Chia
;
Song, Xiaojun
;
Taamouti, Abderrahim
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
5
,
pp. 1153-1180
Persistent link: https://www.econbiz.de/10013468553
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