Evaluating the performance of the skewed distributions to forecast Value at Risk in the global financial crisis Articles uri icon

authors

  • LOPEZ MARTIN, CARMEN
  • Abad, P.
  • Benito, S.
  • Sánchez, M.A.

publication date

  • January 2016

start page

  • 1

end page

  • 28

issue

  • 5

volume

  • 18

international standard serial number (ISSN)

  • 1526-5943

abstract