Using CAViaR models with implied volatility for value-at-risk estimation

Jooyong Jeon, James W. Taylor

Research output: Contribution to journal › Article › peer-review

41 Citations (SciVal)

Fingerprint

Dive into the research topics of 'Using CAViaR models with implied volatility for value-at-risk estimation'. Together they form a unique fingerprint.

Economics, Econometrics and Finance