Estimation risk in GARCH VaR and ES estimates

Econometric Theory

Volumn 24, Issue 5, 2008, Pages 1404-1424

  Gao, Feng ^a,b   Song, Fengming ^a  

^a TSINGHUA UNIVERSITY   (China)

^b Tsinghua University   (China)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 49549101333     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466608080559     Document Type: Article

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