Value-at-risk modeling and forecasting with range-based...

Revista Contabilidade & Finanças 2017 / 12 Vol. 28; Iss. 75

Value-at-risk modeling and forecasting with range-based volatility models: empirical evidence

Maciel, Leandro dos Santos, Ballini, Rosangela
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Volume:
28
Language:
english
Journal:
Revista Contabilidade & Finanças
DOI:
10.1590/1808-057x201704140
Date:
December, 2017
File:
PDF, 1.82 MB
english, 2017
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