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A new bootstrap test for multiple assets joint risk testing

David Ardia, Lukasz Gatarek & Lennart Hoogerheide

Abstract
   
Keywords
   
Citation Ardia, D., Gatarek, L., & Hoogerheide, L. (2017). A new bootstrap test for multiple assets joint risk testing. Journal of Risk, 19(4), 1-22.
   
Type Journal article (English)
Date of appearance 4-2017
Journal Journal of Risk
Volume 19
Issue 4
Pages 1-22
URL https://www.risk.net/journal-of-risk/4562496/a-new-bootst...
Related project Financial risk management using regime-switching GARCH mo...