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Contribution Details
| Type | Journal Article |
| Scope | Discipline-based scholarship |
| Title | Value-at-risk prediction: A comparison of alternative strategies |
| Organization Unit | |
| Authors |
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| Item Subtype | Original Work |
| Refereed | Yes |
| Status | Published in final form |
| Language |
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| Journal Title | Journal of Financial Econometrics |
| Publisher | Oxford |
| Geographical Reach | international |
| ISSN | 1479-8409 |
| Volume | 4 |
| Number | 1 |
| Page Range | 53 - 89 |
| Date | 2006 |
| Official URL | http://jfec.oxfordjournals.org/content/4/1/53.short |
| Digital Object Identifier | 10.1093/jjfinec/nbj002 |
| Other Identification Number | merlin-id:3591 |
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