Work

Risk factor beta conditional value‐at‐risk

Year: 2008

Type: article

Source: Journal of Forecasting

DOI: 10.1002/for.1116

Author: Andrei Semenov

Institution: York 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: W2148290296

FWCI:

Cites: 9

Cited by: 3

Related to: 10