Estimation of VaR with bias-corrected forecasts of conditional volatility

Research output: Contribution to journal › Article (Academic Journal) › peer-review

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@article{046c930632b644f8a97e17d029b66602,

title = "Estimation of VaR with bias-corrected forecasts of conditional volatility",

author = "Harris, {Richard DF} and Jian Shen",

year = "2004",

language = "Undefined/Unknown",

volume = "11",

pages = "10--20",

journal = "Journal of Derivatives",

issn = "1074-1240",

publisher = "Institutional Investor Journals Umbrella",

number = "4",

}