Harald Kinateder, Prof. Niklas Wagner. VaR Prediction under Long Memory in Volatility. In Bo Hu, Karl Morasch, Stefan Pickl, Markus Siegle, editors, Operations Research Proceedings 2010, Selected Papers of the Annual International Conference of the German Operations Research Society, Universität der Bundeswehr, München, September 1-3, 2010. pages 123-128, Springer, 2010. [doi]
@inproceedings{KinatederW10,
title = {VaR Prediction under Long Memory in Volatility},
author = {Harald Kinateder and Prof. Niklas Wagner},
year = {2010},
doi = {10.1007/978-3-642-20009-0_20},
url = {http://dx.doi.org/10.1007/978-3-642-20009-0_20},
researchr = {https://researchr.org/publication/KinatederW10},
cites = {0},
citedby = {0},
pages = {123-128},
booktitle = {Operations Research Proceedings 2010, Selected Papers of the Annual International Conference of the German Operations Research Society, Universität der Bundeswehr, München, September 1-3, 2010},
editor = {Bo Hu and Karl Morasch and Stefan Pickl and Markus Siegle},
publisher = {Springer},
isbn = {978-3-642-20009-0},
}