Original language | Undefined/Unknown |
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Pages (from-to) | 409-419 |
Number of pages | 11 |
Journal | International Journal of Forecasting |
Volume | 18 |
Issue number | 3 |
Publication status | Published - 2002 |
Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns
Cherif Guermat, Richard DF Harris
Research output: Contribution to journal › Article (Academic Journal) › peer-review
46
Citations
(Scopus)