A conditional-SGT-VaR approach with alternative GARCH models
| Year of publication: |
2007
|
|---|---|
| Authors: | Bali, Turan G. ; Theodossiou, Panayiotis |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 151.2007, p. 241-268
|