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彭实戈

Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates


Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Degree:Doctor
Status:Retired
School/Department:数学学院
Date of Employment:1989-11-21
College: School of Mathematics
Business Address:知新楼B座1138室
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Current position: Home >> Scientific Research >> Paper Publications
Improving Value-at-Risk Prediction Under Model Uncertainty

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Institution:中泰证券金融研究院

Title of Paper:Improving Value-at-Risk Prediction Under Model Uncertainty

Journal:Journal of Financial Econometrics

Document Code:A3C046BB63294F00BA9AEEF89C0C6AAB

Volume:21

Issue:1

Page Number:228

Number of Words:8

Translation or Not:No

Date of Publication:2023-03

Release Time:2023-05-23

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