Work

Value at Risk Estimation in a Mixture Normality Framework

Year: 2011

Type: article

Authors: Riccardo Bramante, Diego Zappa

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W44735063

FWCI: 1.859

Cites:

Cited by: 4

Related to: 10