| Original language | Undefined/Unknown |
|---|---|
| Pages (from-to) | 10-20 |
| Number of pages | 11 |
| Journal | Journal of Derivatives |
| Volume | 11 |
| Issue number | 4 |
| Publication status | Published - 2004 |
Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver
Estimation of VaR with bias-corrected forecasts of conditional volatility
- Richard DF Harris
- , Jian Shen
Research output: Contribution to journal › Article (Academic Journal) › peer-review
6
Citations
(Scopus)