Autoregressive conditional dynamic semivariance models with value-at-risk estimates
Article in Annals of Operations Research (April 2024)
The most recent citing publications are shown below. View all 14 publications that cite this research output on Dimensions.
Article in Annals of Operations Research (April 2024)
Article in Journal of Statistical Theory and Practice (February 2024)
Article in SIAM Journal on Control and Optimization (October 2022)