Quotation Dockner, Engelbert, Scheicher, Martin. 1999. Evaluating volatility forecasts and empirical distributions in value at risk models. Finanzmarkt und Portfolio-Management (FMPFM) 13 39-55.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Finanzmarkt und Portfolio-Management (FMPFM)
Language English
Title Evaluating volatility forecasts and empirical distributions in value at risk models
Volume 13
Year 1999
Page from 39
Page to 55

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People
Dockner, Engelbert (Details)
External
Scheicher, Martin
Organization
Institute for Finance, Banking and Insurance IN (Details)
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