The paper Forecasting Value-at-Risk under Temporal and Portfolio Aggregation (joint work with Erik Kole, Thijs Markwat and Dick van Dijk) is now accepted for publication in the Journal of Financial Econometrics
May 2017: Paper “Forecasting Value-at-Risk under Temporal and Portfolio Aggregation” accepted for publication in JFECTR
08 Monday May 2017
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