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Article: Improving Value-at-Risk Prediction Under Model Uncertainty
Title | Improving Value-at-Risk Prediction Under Model Uncertainty |
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Authors | |
Issue Date | 2020 |
Citation | Journal of Financial Econometrics, 2020 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/310639 |
DC Field | Value | Language |
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dc.contributor.author | Peng, S. | - |
dc.contributor.author | Yang, S. | - |
dc.contributor.author | Yao, JJ | - |
dc.date.accessioned | 2022-02-07T07:59:40Z | - |
dc.date.available | 2022-02-07T07:59:40Z | - |
dc.date.issued | 2020 | - |
dc.identifier.citation | Journal of Financial Econometrics, 2020 | - |
dc.identifier.uri | http://hdl.handle.net/10722/310639 | - |
dc.language | eng | - |
dc.relation.ispartof | Journal of Financial Econometrics | - |
dc.title | Improving Value-at-Risk Prediction Under Model Uncertainty | - |
dc.type | Article | - |
dc.identifier.email | Yao, JJ: jeffyao@hku.hk | - |
dc.identifier.authority | Yao, JJ=rp01473 | - |
dc.identifier.doi | 10.1093/jjfinec/nbaa022 | - |
dc.identifier.hkuros | 331629 | - |