Back to Results
First PageMeta Content



Forecasting Value-at-Risk under Temporal and Portfolio Aggregation Erik Kole* 1,4 , Thijs Markwat2 , Anne Opschoor3,4 , and Dick van Dijk1,4,5 1 Econometric Institute, Erasmus University Rotterdam
Add to Reading List

Document Date: 2016-07-08 02:19:07


Open Document

File Size: 616,11 KB

Share Result on Facebook
UPDATE