A Quasi-Maximum Likelihood Estimation Strategy for Value-at-Risk ForecastingApplication to Equity Index Futures Markets

  1. Oscar Carchano
  2. Young Shin (Aaron) Kim
  3. Edward W. Sun
  4. Svetlozar T. Rachev
  5. Frank J. Fabozzi
Liburua:
Handbook of Financial Econometrics and Statistics
  1. Cheng-Few Lee (coord.)
  2. John c. Lee (coord.)

Argitaletxea: Springer USA

ISBN: 978-1-4614-7749-5,  978-1-4614-7750-1

Argitalpen urtea: 2015

Orrialdeak: 1325-1340

Mota: Liburuko kapitulua

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