Volatility and VaR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria

Ñíguez, T.M. (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, Dec 2002, Salamanca, Spain..

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Item Type: Conference or Workshop Item (Paper)
Subjects: University of Westminster > Westminster Business School
SWORD Depositor: repository@westminster.ac.uk
Depositing User: repository@westminster.ac.uk
Date Deposited: 21 Sep 2005
Last Modified: 14 Sep 2017 13:24
URI: http://westminsterresearch.wmin.ac.uk/id/eprint/737

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