Forecasting Value-at-Risk under Temporal and Portfolio Aggregation

E. Kole, T. Markwat, A. Opschoor, D. van Dijk

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages79
Publication statusPublished - 2015

Publication series

NameTI Discussion Paper
No.15-140/III

Cite this