Work

Value-at-risk prediction using context modeling

Year: 2001

Type: article

Source: The European Physical Journal B

DOI: 10.1007/s100510170227

Authors: K. Denecker, S. Van Assche, J. Crombez, R. Vander Vennet, I. Lemahieu

Institution: Ghent University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2017072302

FWCI: 6.997

Cites: 48

Cited by: 16

Related to: 10