AN EMPIRICAL COMPARISON OF ALTERNATIVE MODELS IN ESTIMATING VALUE-AT-RISK: EVIDENCE AND APPLICATION FROM THE LSE

DOCKERY, E., & EFENTAKIS, M.. (2008). AN EMPIRICAL COMPARISON OF ALTERNATIVE MODELS IN ESTIMATING VALUE-AT-RISK: EVIDENCE AND APPLICATION FROM THE LSE. INTERNATIONAL JOURNAL OF MONETARY ECONOMICS AND FINANCE, 1(2), 201-218. SID. https://sid.ir/paper/602225/en

DOCKERY E., EFENTAKIS M.. AN EMPIRICAL COMPARISON OF ALTERNATIVE MODELS IN ESTIMATING VALUE-AT-RISK: EVIDENCE AND APPLICATION FROM THE LSE. INTERNATIONAL JOURNAL OF MONETARY ECONOMICS AND FINANCE[Internet]. 2008;1(2):201-218. Available from: https://sid.ir/paper/602225/en

E. DOCKERY, and M. EFENTAKIS, “AN EMPIRICAL COMPARISON OF ALTERNATIVE MODELS IN ESTIMATING VALUE-AT-RISK: EVIDENCE AND APPLICATION FROM THE LSE,” INTERNATIONAL JOURNAL OF MONETARY ECONOMICS AND FINANCE, vol. 1, no. 2, pp. 201–218, 2008, [Online]. Available: https://sid.ir/paper/602225/en