Rolling window VaR: an EVT approach
| Autor: | Rusu, Andrei |
|---|---|
| Zdroj: | Review of Economic Studies and Research Virgil Madgearu. XIII(2):137-158 |
| Databáze: | Central and Eastern European Online Library (CEEOL) |
| Externí odkaz: |
|
| Autor: | Rusu, Andrei |
|---|---|
| Zdroj: | Review of Economic Studies and Research Virgil Madgearu. XIII(2):137-158 |
| Databáze: | Central and Eastern European Online Library (CEEOL) |
| Externí odkaz: |
|