A value-at-risk analysis of carry trades using skew-GARCH models
Yu-Jen Wang, Huimin Chung and Jia-Hau Guo
| Year of publication: |
2013
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|---|---|
| Authors: | Wang, Yu-jen ; Chung, Huimin ; Guo, Jia-hau |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 17.2013, 4, p. 439-459
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.1515/snde-2012-0028 [DOI] |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010185635