How informative are variance risk premium and implied volatility for Value-at-Risk prediction? International evidence
| Autor: | Slim, Skander, Dahmene, Meriam, Boughrara, Adel |
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| Zdroj: | In Quarterly Review of Economics and Finance May 2020 76:22-37 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect