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
Livre:
Handbook of Financial Econometrics and Statistics
  1. Cheng-Few Lee (coord.)
  2. John c. Lee (coord.)

Éditorial: Springer USA

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

Année de publication: 2015

Pages: 1325-1340

Type: Chapitre d'ouvrage

DIALNET GOOGLE SCHOLAR
La source de données: Dialnet