Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis

  1. Abad, P.
  2. Muela, S.B.
  3. López-Martín, C.
  4. Granero, M.A.S.
Aldizkaria:
Journal of Risk

ISSN: 1755-2842 1465-1211

Argitalpen urtea: 2016

Alea: 18

Zenbakia: 5

Orrialdeak: 1-28

Mota: Artikulua

DOI: 10.21314/J0R.2016.332 GOOGLE SCHOLAR