Output details
19 - Business and Management Studies
University of Portsmouth
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Output 0 of 0 in the submission
Article title
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: international evidence
Type
D - Journal article
Title of journal
International Review of Financial Analysis
Article number
-
Volume number
27
Issue number
-
First page of article
21
ISSN of journal
1057-5219
Year of publication
2013
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
-