On Volatility Forecasting: What Improves Daily VaR?

Researcher:

Olmo Badenas, José

Congress:

VII Oxmetrics Conference

Participation type:

Comunicación oral

Other authors:

Ana María Fuertes y Jose Olmo

Year:

2009

Location:

Londres

Publication:

Ana María Fuertes y Jose Olmo. On Volatility Forecasting: What Improves Daily VaR?. En: VII Oxmetrics Conference . Londres: , 2009