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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 Journal article (English)
Date of appearance 7-2018
Journal Journal of Time Series Econometrics
Volume 10
Issue 2
Pages 1-9
URL https://doi.org/10.1515/jtse-2017-0011
Related project Financial risk management using regime-switching GARCH mo...