Work

Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models*

Year: 2015

Type: article

Source: Czech Journal of Economics and Finance

Authors: Hela Ben, Muhammad Ibn, Saudi Arabia

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W66296829

FWCI: 1.276

Cites: 45

Cited by: 8

Related to: 10