Artifactual unit root behavior of Value at risk (VaR)
Work
Year: 2016
Type: article
Source: Statistics & Probability Letters
Authors Ngai Hang Chan, Tony Sit
Cites: 17
Cited by: 2
Related to: 10
FWCI: 0.731
Citation percentile (by year/subfield): 64.79
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed