Numerical comparison of multivariate models to forecasting risk measures
Crossref DOI link: https://doi.org/10.1057/s41283-017-0026-8
Published Online: 2017-10-06
Published Print: 2018-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Müller, Fernanda Maria
Righi, Marcelo Brutti
License valid from 2017-10-06