Empirical analysis of GARCH models in value at risk estimation
| Year of publication: |
2006
|
|---|---|
| Authors: | So, Mike K.P. ; Yu, Philip L.H. |
| Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 16.2006, 2, p. 180-197
|
| Publisher: |
Elsevier |