Does the Assumption on Innovation Process Play an Important Role for Filtered Historical Simulation Model?
Altun, Emrah, Tatlidil, Huseyin, Ozel, Gamze, Nadarajah, SaraleesVolume:
11
Language:
english
Journal:
Journal of Risk and Financial Management
DOI:
10.3390/jrfm11010007
Date:
January, 2018
File:
PDF, 353 KB
english, 2018