Níguez, Trino Manuel (2002) Volatility and VaR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria. In: XXVII Symposium of the Economic Analysis, 12-14 Dec 2002, Salamanca, Spain. (Submitted)
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| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Research Community: | University of Westminster > Westminster Business School |
| ID Code: | 737 |
| Deposited On: | 21 Sep 2005 |
| Last Modified: | 01 Nov 2012 15:39 |
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