Department of Economics and Business Economics

You are here: » Leopoldo Catania » Research outputs » Comparison of Value-at-Risk models using the MCS approach

Leopoldo Catania

Comparison of Value-at-Risk models using the MCS approach

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

DOI

Original languageEnglish
JournalComputational Statistics
Volume31
Issue2
Pages (from-to)579-608
ISSN0943-4062
DOIs
Publication statusPublished - Jun 2016
Externally publishedYes

See relations at Aarhus University Citationformats

ID: 117746723