Browsing All of EconStor by Author Markwat, Thijs
Showing results 1 to 1 of 1
Year of Publication | Title | Author(s) |
---|---|---|
2015 | Forecasting Value-at-Risk under Temporal and Portfolio Aggregation | Kole, Erik; Markwat, Thijs; Opschoor, Anne; van Dijk, Dick |