Real-time assessment of value-at-risk and volatility accuracy

Autor:	Sullivan, Joe H., Stoumbos, Zachary G. *, Brooks, Robert
Zdroj:	In Nonlinear Analysis: Real World Applications 2007 8(1):323-336
Databáze:	ScienceDirect
Externí odkaz:	Zobrazit plný text záznamu Full Text from ScienceDirect