Home > Research > Browse

Results for M-tests for financial data

Publications & Outputs

  1. A study of Value-at-Risk based on M-estimators of the conditional heteroscedastic models

    Mukherjee, K. & Iqbal, F., 08/2012, In: Journal of Forecasting. 31, 5, p. 377-390 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review