Gerlach, Richard, Lu, Zudi and Huang, Hai (2013) Exponentially smoothing the skewed laplace distribution for value-at-risk forecasting. Journal of Forecasting, 32 (6), 534-550. (doi:10.1002/for.2255).
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Published date: 2013
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Mathematical Sciences
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Local EPrints ID: 360504
URI: http://eprints.soton.ac.uk/id/eprint/360504
DOI: doi:10.1002/for.2255
ISSN: 0277-6693
PURE UUID: 4ea641af-26e1-498b-be78-a3f4368ff40f
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Date deposited: 11 Dec 2013 13:42
Last modified: 15 Mar 2024 03:49
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Author:
Richard Gerlach
Author:
Hai Huang
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