Value-at-risk under market shifts through highly flexible models

Ahmed BenSaïda, Sabri Boubaker, Duc Khuong Nguyen, Skander Slim
  • Journal of Forecasting, January 2018, Wiley
  • DOI: 10.1002/for.2503

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http://dx.doi.org/10.1002/for.2503

The following have contributed to this page: Professor Duc Khuong Nguyen