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Value at risk with time varying variance, skewness and kurtosis : the NIG-ACD model
Wilhelmsson, Anders - In: The econometrics journal 12 (2009) 1, pp. 82-104
Persistent link: https://www.econbiz.de/10003841973
Cover Image
Value at Risk with time varying variance, skewness and kurtosis-the NIG-ACD model
Wilhelmsson, Anders - In: The econometrics journal 12 (2009) 1, pp. 82-104
Persistent link: https://www.econbiz.de/10008178655