Incorporating Higher Moments into Value at Risk Forecasting

Arnold Polanski, Evarist Stoja

Research output: Contribution to journalArticle

22 Citations (Scopus)
Original languageEnglish
Pages (from-to)523-535
Number of pages13
JournalJournal of Forecasting
Volume29
Issue number6
DOIs
Publication statusPublished - 2010

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