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Contribution Details

Type Journal Article
Scope Contributions to practice
Title Conditional density and value-at-risk prediciton of Asian currency exchange rates
Organization Unit
Authors
  • Stefan Mittnik
  • Marc Paolella
Item Subtype Original Work
Refereed Yes
Status Published in final form
Language
  • English
Journal Title Journal of Forecasting
Publisher Wiley-Blackwell
Geographical Reach international
ISSN 0277-6693
Volume 19
Number 4
Page Range 313 - 333
Date 2000
Official URL http://onlinelibrary.wiley.com/doi/10.1002/1099-131X%28200007%2919:4%3C313::AID-FOR776%3E3.0.CO;2-E/full
Digital Object Identifier 10.1002/1099-131X(200007)19:4<313::AID-FOR776>3.0.CO;2-E
Other Identification Number merlin-id:4490
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