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

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Date: 2016-07-08 02:19:07		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 Source URL: www.cb.cityu.edu.hk Download Document from Source Website File Size: 616,11 KB Share Document on Facebook