Do power garch models really improve value-at-risk forecasts?

Journal of Economics and Finance

Volumn 29, Issue 3, 2005, Pages 337-358

  Ané, Thierry ^a  

^a UNIVERSITÉ DE REIMS CHAMPAGNE ARDENNE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 56349151713     PISSN: 10550925     EISSN: 19389744     Source Type: Journal    
DOI: 10.1007/BF02761579     Document Type: Article

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