Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
- Abad, P.
- Muela, S.B.
- López-Martín, C.
- Granero, M.A.S.
ISSN: 1755-2842, 1465-1211
Year of publication: 2016
Volume: 18
Issue: 5
Pages: 1-28
Type: Article