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
Item Type: | Article |
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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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