Using CAViaR Models with Implied Volatility for Value‐at‐Risk Estimation

Jooyoung Jeon and James W. Taylor

Journal of Forecasting, 2013, vol. 32, issue 1, 62-74

Date: 2013
References: Add references at CitEc
Citations: View citations in EconPapers (25)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:32:y:2013:i:1:p:62-74

Access Statistics for this article

Journal of Forecasting is currently edited by Derek W. Bunn

More articles in Journal of Forecasting from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley Content Delivery ().