Methods for computing numerical standard errors: Review and application to Value-at-Risk estimation

Author(s)
Hoogerheide, Lennart
Date issued
July 2018
In
Journal of Time Series Econometrics
Vol
2
No
10
From page
1
To page
9
Reviewed by peer
1
Project(s)
Publication type
journal article
Identifiers
https://libra.unine.ch/handle/20.500.14713/63627
DOI
10.1515/jtse-2017-0011
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