Title of article
Accurate value-at-risk forecasting based on the normal-GARCH model
Author/Authors
Christoph Hartz، نويسنده , , Stefan Mittnik، نويسنده , , Marc Paolella، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
18
From page
2295
To page
2312
Keywords
GARCH , Bootstrap , value at risk
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
145234
Link To Document