Professor Kevin Dowd kevin.dowd@durham.ac.uk
Professor
Efficient VaR: Using Past Forecast Performance to Generate Improved VaR Forecasts.
Dowd, K.; Blanco, C.
Authors
C. Blanco
Contributors
G. Gregoriou
Editor
Citation
Dowd, K., & Blanco, C. (2009). Efficient VaR: Using Past Forecast Performance to Generate Improved VaR Forecasts. In G. Gregoriou (Ed.), The VaR Implementation Handbook: Financial Risk and its Applications in Asset Management, Measurement and Modeling (25-39). (01). McGraw-Hill
| Publication Date | 2009 |
|---|---|
| Deposit Date | Aug 13, 2013 |
| Pages | 25-39 |
| Edition | 01 |
| Book Title | The VaR Implementation Handbook: Financial Risk and its Applications in Asset Management, Measurement and Modeling |
| Public URL | https://durham-repository.worktribe.com/output/1681316 |
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