Forecasting Value-at-Risk under temporal and portfolio aggregation

Research output: Contribution to journalArticleAcademicpeer-review

12 Citations (Scopus)
67 Downloads (Pure)
Original languageEnglish
Pages (from-to)649-677
Number of pages29
JournalJournal of Financial Econometrics
Volume15
Issue number4
DOIs
Publication statusPublished - 1 Aug 2017

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