Cite
HARVARD Citation
Degiannakis, S. et al. (n.d.). A Monte Carlo Simulation Approach to Forecasting Multi‐period Value‐at‐Risk and Expected Shortfall Using the FIGARCH‐skT Specification. Manchester school. pp. 71-102. [Online].
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Degiannakis, S. et al. (n.d.). A Monte Carlo Simulation Approach to Forecasting Multi‐period Value‐at‐Risk and Expected Shortfall Using the FIGARCH‐skT Specification. Manchester school. pp. 71-102. [Online].