Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "10324"
  #_source: array:26 [
    "id" => "10324"
    "slug" => "evaluating-portfolio-value-at-risk-using-semi-parametric-garch-models"
    "yearMonth" => "2009-09"
    "year" => "2009"
    "title" => "Evaluating portfolio Value-at-Risk using semi-parametric GARCH models"
    "description" => "VERBEEK, M. et ROMBOUTS, J. (2009). Evaluating portfolio Value-at-Risk using semi-parametric GARCH models. <i>Quantitative Finance</i>, 9(6), pp. 737-745."
    "authors" => array:2 [
      0 => array:3 [
        "name" => "ROMBOUTS Jeroen"
        "bid" => "B00469813"
        "slug" => "rombouts-jeroen"
      ]
      1 => array:1 [
        "name" => "VERBEEK Marno"
      ]
    ]
    "ouvrage" => ""
    "keywords" => []
    "updatedAt" => "2021-07-13 14:31:32"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => "737-745"
      "volume" => "9"
      "number" => "6"
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => null
      "en" => null
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d'Information, Data Analytics et Opérations"
      "en" => "Information Systems, Data Analytics and Operations"
    ]
    "indexedAt" => "2024-12-21T17:21:43.000Z"
    "docTitle" => "Evaluating portfolio Value-at-Risk using semi-parametric GARCH models"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/rombouts-jeroen">ROMBOUTS Jeroen</a>, VERBEEK Marno"
    "docDescription" => "<span class="document-property-authors">ROMBOUTS Jeroen, VERBEEK Marno</span><br><span class="document-property-authors_fields">Information Systems, Data Analytics and Operations</span> | <span class="document-property-year">2009</span>"
    "keywordList" => ""
    "docPreview" => "<b>Evaluating portfolio Value-at-Risk using semi-parametric GARCH models</b><br><span>2009-09 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Evaluating portfolio Value-at-Risk using semi-parametric GARCH models</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 9.259194
  +"parent": null
}