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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 speech › Report › Academic

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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