Evaluating Value-at-Risk models——A conditional moment approach

ZHANG Shu-lin

Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (5) : 1153-1160.

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Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (5) : 1153-1160. DOI: 10.12011/1000-6788(2014)5-1153

Evaluating Value-at-Risk models——A conditional moment approach

  • ZHANG Shu-lin
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2014, 34(5): 1153-1160 https://doi.org/10.12011/1000-6788(2014)5-1153

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