Title of article :
Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns
Author/Authors :
CherifGuermat، نويسنده , , Richard D. F. Harris، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Pages :
11
From page :
409
To page :
419
Keywords :
Time-varying variance and kurtosis , Value-at-Risk , Exponentially weighted maximum likelihood
Journal title :
International Journal of Forecasting
Serial Year :
2002
Journal title :
International Journal of Forecasting
Record number :
178957
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=178957
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