Work

Optimality of the RiskMetrics VaR model

Year: 2007

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2007.06.001

Authors: Gloria González-Rivera, Tae-Hwy Lee, Emre Yoldas

Institution: University of California, Riverside

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2113236133

FWCI: 4.123

Cites: 14

Cited by: 23

Related to: 10