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"Model Risk in Var Estimation: an Empirical Study."

Jing Yao, Zhongfei Li, Kai W. Ng (2006)

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DOI: 10.1142/S021962200600209X

access: closed

type: Journal Article

metadata version: 2020-03-13

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  - https://dblp.org/rec/journals/ijitdm/YaoLN06
Jing Yao, Zhongfei Li, Kai W. Ng:
Model Risk in Var Estimation: an Empirical Study. Int. J. Inf. Technol. Decis. Mak. 5(3): 503-512 (2006)

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