| Original language | Undefined/Unknown |
|---|---|
| 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)