Output details
19 - Business and Management Studies
University of Portsmouth
Article title
A Monte Carlo simulation approach to forecasting multiperiod value-at-risk using the FIGARCH-skT Specification
Type
D - Journal article
Title of journal
The Manchester School
Article number
-
Volume number
n/a
Issue number
-
First page of article
1
ISSN of journal
1463-6786
Year of publication
2012
Number of additional authors
2
Additional information
-
Interdisciplinary
-
Cross-referral requested
-
Research group
A - Finance
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-