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Paper Publications
Improving Value-at-Risk Prediction Under Model Uncertainty
Release Time:2023-06-08| Hits:
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:2023-06-08
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