May 26, 2022
Jul 31, 2015
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https://www.dbc.wroc.pl/publication/32345
Edition name | Date |
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Daily VaR forecasts with realized volatility and GARCH models | May 26, 2022 |
Garnczarek-Gamrot, Alicja
Gwóźdź, Katarzyna Wilimowska, Zofia
Będowska-Sójka, Barbara
Mercik, Aleksander R.
Lusztyn, Marek
Wanat, Stanisław Konieczny, Ryszard