Incorporating Higher Moments into Value at Risk Forecasting

Polanski, Arnold and Stoja, Evarist (2010) Incorporating Higher Moments into Value at Risk Forecasting. Journal of Forecasting, 29 (6). pp. 523-535. ISSN 0277-6693

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Item Type: Article
Faculty \ School: Faculty of Social Sciences > School of Economics
Depositing User: Julie Frith
Date Deposited: 09 Feb 2012 10:37
Last Modified: 06 Nov 2018 15:36
URI: https://ueaeprints.uea.ac.uk/id/eprint/36955
DOI: 10.1002/for.1155

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