Incorporating Higher Moments into Value at Risk Forecasting

Research output: Contribution to journal › Article › peer-review

25 Citations (Scopus)

Access to Document

@article{126e96732ba24fadabbf68ec928e4fa9,

title = "Incorporating Higher Moments into Value at Risk Forecasting",

author = "Arnold Polanski and Evarist Stoja",

year = "2010",

doi = "10.1002/for.1155",

language = "English",

volume = "29",

pages = "523--535",

journal = "Journal of Forecasting",

issn = "0277-6693",

publisher = "Wiley",

number = "6",

}