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Improving the value at risk forecasts : theory and evidence from the financial crisis

Improving the value at risk forecasts : theory and evidence from the financial crisis

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HALBLEIB, Roxana, Winfried POHLMEIER, 2012. Improving the value at risk forecasts : theory and evidence from the financial crisis. In: Journal of Economic Dynamics and Control. 36(8), pp. 1212-1228. ISSN 0165-1889. eISSN 1879-1743. Available under: doi: 10.1016/j.jedc.2011.10.005

@article{Halbleib2012Impro-29011, title={Improving the value at risk forecasts : theory and evidence from the financial crisis}, year={2012}, doi={10.1016/j.jedc.2011.10.005}, number={8}, volume={36}, issn={0165-1889}, journal={Journal of Economic Dynamics and Control}, pages={1212--1228}, author={Halbleib, Roxana and Pohlmeier, Winfried} }

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