%0 Journal Article %1 Bali2008b %A Bali, Turan G. %A Mo, Hengyong %A Tang, Yi %D 2008 %J Journal of Banking & Finance %K Conditional at risk value %N 2 %P 269--282 %T The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR %U http://www.sciencedirect.com/science/article/B6VCY-4P4FV4F-8/1/5ee365c91802c5c0da785659305a5f96 %V 32

@article{Bali2008b, added-at = {2008-04-22T13:53:19.000+0200}, author = {Bali, Turan G. and Mo, Hengyong and Tang, Yi}, biburl = {https://www.bibsonomy.org/bibtex/2c929a35df18085ce3f5292279a6bdf0d/smicha}, description = {Journal of Banking & Finance}, interhash = {e65fd1a93055142fabcff5c34bb4900f}, intrahash = {c929a35df18085ce3f5292279a6bdf0d}, journal = {Journal of Banking \& Finance}, keywords = {Conditional at risk value}, month = Feb, number = 2, pages = {269--282}, timestamp = {2008-04-22T13:58:30.000+0200}, title = {The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR}, url = {http://www.sciencedirect.com/science/article/B6VCY-4P4FV4F-8/1/5ee365c91802c5c0da785659305a5f96}, volume = 32, year = 2008 }