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subject:"Japan"
person:"Laurent, Sébastien"
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Japan
1984-2000
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ARCH model
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Laurent, Sébastien
Bordo, Michael D.
10
Siklos, Pierre L.
10
Chinn, Menzie David
6
Ferrari, Massimo
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Kearns, Jonathan
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Kugler, Peter
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Schnabl, Gunther
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Bernanke, Ben
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Kutan, Ali Mustafa
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Latsos, Sophia
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Narayan, Paresh Kumar
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Paolella, Marc S.
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Paul, M. Thomas
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Pittis, Nikitas
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Schmidt, Karl-Heinz
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Journal of applied econometrics
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ECONIS (ZBW)
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Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001596369
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2
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
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3
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001590396
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