A New Semiparametric Mirrored Historical Simulation Value-At-Risk Model

Authors: Nikola Radivojevic, Luka Filipović, Tomislav Brzaković

Category: M20

First/Last Page - 5 / 21 Issue - 1 Volume - 23 Publisher - Romanian Journal of Economic Forecasting Year - 2020 ISSN - 1582-6163