dc.contributor.author | Dendramis, Yiannis | en |
dc.contributor.author | Spungin, G. E. | en |
dc.contributor.author | Tzavalis, Elias | en |
dc.creator | Dendramis, Yiannis | en |
dc.creator | Spungin, G. E. | en |
dc.creator | Tzavalis, Elias | en |
dc.date.accessioned | 2019-04-24T06:29:33Z | |
dc.date.available | 2019-04-24T06:29:33Z | |
dc.date.issued | 2014 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/46804 | en |
dc.language.iso | eng | en |
dc.source | Journal of Forecasting | en |
dc.title | Forecasting VaR models under different volatility processes and distributions of return innovations | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1002/for.2303 | |
dc.description.volume | 33 | |
dc.description.startingpage | 515 | |
dc.description.endingpage | 531 | |
dc.author.faculty | Σχολή Οικονομικών Επιστημών και Διοίκησης / Faculty of Economics and Management | |
dc.author.department | Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance | |
dc.type.uhtype | Article | en |
dc.contributor.orcid | Dendramis, Yiannis [0000-0002-0051-5050] | |
dc.description.totalnumpages | 515-531 | |
dc.gnosis.orcid | 0000-0002-0051-5050 | |