Value-at-Risk in the Presence of Structural Breaks Using Unbiased Extreme Value Volatility Estimator
Crossref DOI link: https://doi.org/10.1007/s40953-020-00197-w
Published Online: 2020-01-22
Published Print: 2020-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kumar, Dilip https://orcid.org/0000-0003-4858-8440
Text and Data Mining valid from 2020-01-22
Version of Record valid from 2020-01-22
Article History
First Online: 22 January 2020