A. Gabrielsen

Identifiers

• name variant A. Gabrielsen 0.60 · backfill

Papers (1)

1. Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework q-fin.RM · 2012 · author #1

Mentions

• 1206.1380 #1 · backfill · confidence 0.70 A. Gabrielsen

Frequent Coauthors

• A. Kirchner 1 shared papers
• P. Zagaglia 1 shared papers
• Z. Liu 1 shared papers