Volatility and VaR forecasting for the IBEX-35 stock-return index using figarch-type processes and different evaluation criteria
Ñíguez, T.M. 2003. Volatility and VaR forecasting for the IBEX-35 stock-return index using figarch-type processes and different evaluation criteria. Valencia, Spain Instituto Valenciano de Investigaciones Económicas. https://doi.org/WP-AD2003-33