Predicting tail-related risk measures: The consequences of using GARCH filters for non GARCH data

Verfasser / Beitragende:
[A. Jalal, M. Rockinger]
Ort, Verlag, Jahr:
2008
Enthalten in:
Journal of Empirical Finance, 15/5(2008-12), 868-877
Format:
Artikel (online)
ID: 439440718