Forecasting Conditional Tail Risk Measures by ARMA-GARCH Models

Additional Metadata
Thesis Advisor	Zhou, C.
Persistent URL	hdl.handle.net/2105/60043
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Gijssel, E.P.M. (2021, November 4). Forecasting Conditional Tail Risk Measures by ARMA-GARCH Models. Econometrie. Retrieved from http://hdl.handle.net/2105/60043

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