Estimation of value at risk for heteroscedastic and and heavy-tailed asset time series : evidence from emerging Asian stock markets
Tzu-Chuan Kao and Chu-Hsiung Lin
| Year of publication: |
2011
|
|---|---|
| Authors: | Kao, Tzu-Chuan ; Lin, Chu-Hsiung |
| Published in: |
Business and finance : performance and management. - New York, NY : Nova Science Publishers, ISBN 1-61122-936-7. - 2011, p. 1-15
|
| Subject: | Risikomaß | Risk measure | Ausreißer | Outliers | Kapitaleinkommen | Capital income | Schätzung | Estimation | Schwellenländer | Emerging economies | Asien | Asia | 1991-2007 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009304201