Works matching IS 14798409 AND DT 2016 AND VI 14 AND IP 4

Results: 5
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    The Geometric-VaR Backtesting Method.

    Published in:
    Journal of Financial Econometrics, 2016, v. 14, n. 4, p. 725, doi. 10.1093/jjfinec/nbv015
    By:
    • Pelletier, Denis;
    • Wei Wei
    Publication type:
    Article
    3

    Dynamic Conditional Beta.

    Published in:
    Journal of Financial Econometrics, 2016, v. 14, n. 4, p. 643, doi. 10.1093/jjfinec/nbw006
    By:
    • Engle, Robert F.
    Publication type:
    Article
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