Evaluation of Volatility Models for Forecasting Value-At-Risk and Expected Shortfall in the Portuguese Stock Market

AuthID
P-00Q-6GM
2
Author(s)
Louro, R
Document Type
Article
Year published
2020
Published
in FINANCE RESEARCH LETTERS, ISSN: 1544-6123
Volume: 32
Indexing
Publication Identifiers
Scopus: 2-s2.0-85060907162
Wos: WOS:000518873000024
Source Identifiers
ISSN: 1544-6123
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