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"A new approach to Value-at-Risk: GARCH-TSLx model with inference."

Emrah Altun (2020)

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DOI: 10.1080/03610918.2018.1535069

access: closed

type: Journal Article

metadata version: 2021-01-18

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Emrah Altun:
A new approach to Value-at-Risk: GARCH-TSLx model with inference. Commun. Stat. Simul. Comput. 49(12): 3134-3151 (2020)

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