Value-at-Risk through Highly Flexible Models

Value_at_Risk_through_Highly_Flexible_Models

Authors: Ahmed BenSaïda, Sabri Boubaker, Duc Khuong Nguyen, Skander Slim

Journal: Journal of Forecasting

Publisher: Wiley Online Library

Issn: 1099-131X

Link: https://doi.org/10.1002/for.2503