Methods for computing numerical standard errors: Review and application to Value-at-Risk estimation
David Ardia, Keven Bluteau & Lennart Hoogerheide
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| Citation | Ardia, D., Bluteau, K., & Hoogerheide, L. (2018). Methods for computing numerical standard errors: Review and application to Value-at-Risk estimation. Journal of Time Series Econometrics, 10(2), 1-9. |
| Type | Article de périodique (Anglais) |
| Date de publication | 7-2018 |
| Nom du périodique | Journal of Time Series Econometrics |
| Volume | 10 |
| Numéro | 2 |
| Pages | 1-9 |
| URL | https://doi.org/10.1515/jtse-2017-0011 |
| Liée au projet | Financial risk management using regime-switching GARCH mo... |