Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon Mawuli, Trede Mark
Publication type
Research article (journal)
Peer reviewed
Yes
Publication status
Published
Year
2018
Journal
European Journal of Finance
Volume
24
Issue
14
Start page
1123
End page
1143
Language
English
ISSN
1351-847X
DOI