Fingerprint
Dive into the research topics of 'Comparing univariate and multivariate models to forecast portfolio value-at-risk'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
Comparing univariate and multivariate models to forecast portfolio value-at-risk
A.A.P. Santos, F.J. Nogales, E. Ruiz
Research output: Contribution to journal › Article › peer-review