Number of the records: 1  

Estimation and performance assessment of Value-at-Risk and expected shortfall based on long-memory GARCH-class models

  1. ALOUI, Chaker - HAMIDA, Hela Ben. Estimation and performance assessment of Value-at-Risk and expected shortfall based on long-memory GARCH-class models. In Finance a úvěr : Czech journal of economics and finance. - Praha : UK Praha, Fakulta sociálních věd, 2015. ISSN 0015-1920, 2015, roč. 65, č. 1, s. 30-54.
Number of the records: 1  

  This site uses cookies to make them easier to browse. Learn more about how we use cookies.