A decision rule to minimize daily capital charges in forecasting value-at-risk

Michael McAleer, J-A Jimenez-Marin, T Perez-Amaral

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages29
EditionEI report serie EI 2008-34
Publication statusPublished - 2008

Publication series

SeriesEI report serie
VolumeEI 2008-34

Research programs

  • EUR ESE 31

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