Cite
Radivojevic, N., Filipović, L., & Brzaković, T. (2020). A New Semiparametric Mirrored Historical Simulation Value-At-Risk Model. Romanian Journal of Economic Forecasting, 23(1), 5–21.
N. Radivojevic, L. Filipović, and T. Brzaković, "A New Semiparametric Mirrored Historical Simulation Value-At-Risk Model," Romanian Journal of Economic Forecasting, vol. 23, no. 1, pp. 5–21, 2020.
@article{Radivojevic2020ANewSemipa,
author = {Radivojevic, Nikola and Filipovi{\'c}, Luka and Brzakovi{\'c}, Tomislav},
title = {A New Semiparametric Mirrored Historical Simulation Value-At-Risk Model},
journal = {Romanian Journal of Economic Forecasting},
year = {2020},
volume = {23},
number = {1},
pages = {5--21},
note = {Available online}
}TY - JOUR
AU - Radivojevic, Nikola
AU - Filipović, Luka
AU - Brzaković, Tomislav
TI - A New Semiparametric Mirrored Historical Simulation Value-At-Risk Model
JO - Romanian Journal of Economic Forecasting
PY - 2020
VL - 23
IS - 1
SP - 5
EP - 21
SN - 1582-6163
UR - https://nir.mef.edu.rs/repository/handle/ed502ea8-911a-11ee-852a-b483510689d4
ER -