Publications
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:
- Download BibTeX