Forecasting Value-at-Risk for Model Risk Analysis in Energy Markets

Chapter
Publication Date:
2018
Short description:
Forecasting Value-at-Risk for Model Risk Analysis in Energy Markets / Gianfreda, A.; Scandolo, G.. - (2018), pp. 1294-1299.
Iris type:
Capitolo/Saggio
List of contributors:
Handle:
https://iris.unimore.it/handle/11380/1296285
Book title:
Book of Short Papers SIS 2018