Autoregressive conditional dynamic semivariance models with value-at-risk estimates
Crossref DOI link: https://doi.org/10.1007/s10479-024-05925-6
Published Online: 2024-04-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Venkataraman, Sree Vinutha http://orcid.org/0000-0002-1958-4611
Text and Data Mining valid from 2024-04-12
Version of Record valid from 2024-04-12
Article History
Received: 12 September 2021
Accepted: 26 February 2024
First Online: 12 April 2024
Declarations
:
: The authors declare that they have no conflict of interest.