Value at risk (VaR) analysis for fat tails and long memory in returns
Crossref DOI link: https://doi.org/10.1007/s40822-017-0067-z
Published Online: 2017-02-27
Published Print: 2017-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Günay, Samet
License valid from 2017-02-27