Downside risk evaluation with the R package GAS

Author(s)
Boudt, Kris
Catania, Leopoldo
Date issued
2018
In
R Journal
Vol
2
No
10
From page
410
To page
421
Reviewed by peer
1
Subjects
GAS Time Series Models Score Models Dynamic Conditional Score Risk Management VaR R Software
Publication type
journal article
Identifiers
https://libra.unine.ch/handle/20.500.14713/62913
DOI
10.32614/RJ-2018-064
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