The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR
- 29 February 2008
- journal article
- Published by Elsevier BV in Journal of Banking & Finance
- Vol. 32 (2), 269-282
- https://doi.org/10.1016/j.jbankfin.2007.03.009
Abstract
No abstract availableKeywords
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