Type of Publication: Article in Journal

Confidence Intervals for Conditional Tail Risk Measures in ARMA-GARCH Models

Author(s):
Hoga, Y.
Title of Journal:
Journal of Business & Economic Statistics
Volume (Publication Date):
37 (2019)
Number of Issue:
4
pages:
613-624
Digital Object Identifier (DOI):
doi:10.1080/07350015.2017.1401543
Link to complete version:
http://amstat.tandfonline.com/doi/full/10.1080/07350015.2017.1401543?scroll=top&needAccess=true#.WgF7FWjWyUk
Citation:
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