Semi-nonparametric VaR forecasts for hedge funds during the recent crisis
- Del Brio, E.B.
- Mora-Valencia, A.
- Perote, J.
Revue:
Physica A: Statistical Mechanics and its Applications
ISSN: 0378-4371
Année de publication: 2014
Volumen: 401
Pages: 330-343
Type: Article