Accurate value-at-risk forecasting based on the normal-GARCH model

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Publication:1010573

DOI10.1016/j.csda.2006.09.017zbMath1157.62504OpenAlexW2087210695MaRDI QIDQ1010573

Stefan Mittnik, Christoph Hartz, Marc S. Paolella

Publication date: 6 April 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.09.017



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