A simple estimate of VaR under GARCH modelling
Reza Habibi
| Year of publication: |
2011
|
|---|---|
| Authors: | Habibi, Reza |
| Published in: |
Ekonomia : the journal of the Cyprus Economic Society. - Nicosia, ISSN 1025-5508, ZDB-ID 14179866. - Vol. 14.2011, 2, p. 127-137
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010118009