Work

Forecasting Extreme Financial Risk: A Critical Analysis of Practical Methods for the Japanese Market

Year: 2000

Type: article

Source: Monetary and and Economic Studies

Authors: 日本銀行金融研究所, Jón Danı́elsson, Yuji Morimoto

Institutions: London School of Economics and Political Science, Massachusetts Institute of Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2154669088

FWCI: 2.194

Cites: 7

Cited by: 52

Related to: 10