Multiple-Period Market Risk Prediction under Long Memory: When VaR is Higher than Expected∗ Harald Kinateder† Niklas Wagner‡ Version: January 2014 - Value at risk - Document - PDFSEARCH.IO

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	Multiple-Period Market Risk Prediction under Long Memory: When VaR is Higher than Expected∗ Harald Kinateder† Niklas Wagner‡ Version: January 2014 Add to Reading List Document Date: 2014-01-20 03:59:19 Open Document File Size: 1,05 MB Share Result on Facebook

Multiple-Period Market Risk Prediction under Long Memory: When VaR is Higher than Expected∗ Harald Kinateder† Niklas Wagner‡ Version: January 2014Add to Reading List