Níguez, Trino Manuel (2003) Volatility and VaR forecasting for the IBEX-35 stock-return index using figarch-type processes and different evaluation criteria. Working Paper. Instituto Valenciano de Investigaciones Económicas, Valencia, Spain.
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Official URL: http://www.ivie.es/downloads/docs/wpasad/wpasad-20...
| Item Type: | Monograph (Working Paper) |
|---|---|
| Research Community: | University of Westminster > Westminster Business School |
| ID Code: | 2840 |
| Deposited On: | 13 Dec 2006 |
| Last Modified: | 01 Nov 2012 15:38 |
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