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Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation - MaRDI portal

Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation

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Publication:89892

DOI10.1515/JTSE-2017-0011MaRDI QIDQ89892

Lennart F. Hoogerheide, Keven Bluteau, David Ardia

Publication date: 1 July 2018

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)




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