Back
  1. Home
  3. Detailled Reference
Request a copy
Article (Scientific journals)
Volatility Measures and Value-at-Risk
Lehnert, Thorsten; Bams, D.; Blanchard, G.
2017 • In International Journal of Forecasting, 33 (4), p. 848-863
Peer reviewed
Permalink
https://hdl.handle.net/10993/33042
DOI
10.1016/j.ijforecast.2017.04.004
 

Files (1)Send toDetailsStatisticsBibliographySimilar publications

Files

Full Text
VolatilityMeasures.pdf
Author preprint (61.98 kB)
Request a copy

All documents in ORBilu are protected by a user license.

Send to


Details


Disciplines :
Finance
Author, co-author :
Lehnert, Thorsten  ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Bams, D.
Blanchard, G.
External co-authors :
yes
Language :
English
Title :
Volatility Measures and Value-at-Risk
Publication date :
2017
Journal title :
International Journal of Forecasting
ISSN :
0169-2070
Publisher :
Elsevier Science
Volume :
33
Issue :
4
Pages :
848-863
Peer reviewed :
Peer reviewed
Focus Area :
Finance
Available on ORBilu :
since 16 November 2017

Statistics

Number of views
116 (6 by Unilu)
Number of downloads
2 (2 by Unilu)
More statistics
Scopus citations®
 
23
Scopus citations®
without self-citations
23
OpenCitations
 
18
WoS citations™
 
19

Bibliography

Similar publications


Contact ORBilu