Predicting the serial conditional VaR

A. Kozek, C. S. Wehn

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Statistical analysis of extreme values with applications to insurance, finance, hydrology and other fields
Editors	R.-D. Reiss, M Thomas
Place of Publication	Basel
Publisher	Birkhauser
Pages	401-410
Edition	3rd
ISBN (Print)	9783764372309
Publication status	Published - 2007

Cite this

@inbook{08bc671f0e2d406bb31643a3d5381206,

title = "Predicting the serial conditional VaR",

author = "A. Kozek and Wehn, {C. S.}",

year = "2007",

language = "English",

isbn = "9783764372309",

pages = "401--410",

editor = "R.-D. Reiss and M Thomas",

booktitle = "Statistical analysis of extreme values with applications to insurance, finance, hydrology and other fields",

publisher = "Birkhauser",

edition = "3rd",

}