Incorporating Higher Moments into Value at Risk Forecasting

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 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:	29 Jan 2023 06:30
URI:	https://ueaeprints.uea.ac.uk/id/eprint/36955
DOI:	10.1002/for.1155

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