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Article: Improving Value-at-Risk Prediction Under Model Uncertainty

TitleImproving Value-at-Risk Prediction Under Model Uncertainty
Authors
Peng, S.Yang, S.Yao, JJ
Issue Date2020
Citation
Journal of Financial Econometrics, 2020 How to Cite?
DOI: http://dx.doi.org/10.1093/jjfinec/nbaa022
Persistent Identifierhttp://hdl.handle.net/10722/310639
ISI Accession Number ID
WOS:001186220400001

 

DC FieldValueLanguage
dc.contributor.authorPeng, S.-
dc.contributor.authorYang, S.-
dc.contributor.authorYao, JJ-
dc.date.accessioned2022-02-07T07:59:40Z-
dc.date.available2022-02-07T07:59:40Z-
dc.date.issued2020-
dc.identifier.citationJournal of Financial Econometrics, 2020-
dc.identifier.urihttp://hdl.handle.net/10722/310639-
dc.languageeng-
dc.relation.ispartofJournal of Financial Econometrics-
dc.titleImproving Value-at-Risk Prediction Under Model Uncertainty-
dc.typeArticle-
dc.identifier.emailYao, JJ: jeffyao@hku.hk-
dc.identifier.authorityYao, JJ=rp01473-
dc.identifier.doi10.1093/jjfinec/nbaa022-
dc.identifier.hkuros331629-
dc.identifier.isiWOS:001186220400001-

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