Value-at-risk under market shifts through highly flexible models-Reference-Cited by-同舟云学术

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

Published:2018-01-10 Issue:8 Volume:37 Page:790-804
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

BenSaïda Ahmed¹^ORCID,Boubaker Sabri²³,Nguyen Duc Khuong⁴,Slim Skander¹

Affiliation:

1. HEC Sousse-LaREMFiQ Laboratory; University of Sousse; Tunisia

2. South Champagne Business School; Troyes France

3. International School; Vietnam National University; Hanoi Vietnam

4. IPAG Business School; Paris France

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/for.2503/fullpdf

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