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Performance Evaluation of a Family of GARCH Processes Based on Value at Risk Forecasts: Data Envelopment Analysis Approach

Published Online: 2024-10-24

Published Print: 2025-08

Authors

Babiš, Alex https://orcid.org/0000-0002-2345-5505
Funding

Funding for this research was provided by:

Agentúra Ministerstva Školstva, Vedy, Výskumu a Športu SR

Comenius University in Bratislava
License Information

Text and Data Mining valid from 2024-10-24

Version of Record valid from 2024-10-24
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Article History

Accepted: 4 October 2024

First Online: 24 October 2024

Declarations

:

: The author declare that there are no competing interests related to the publication of this manuscript.

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