Work

Forecasting time-varying value-at-risk

Year: 2010

Type: dissertation

Author: Nedda Cecchinato

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2731188499

Cites: 26

Cited by: 2

Related to: 10