Estimation of value at risk for heteroscedastic and heavy-tailed asset time series : evidence from emerging Asian stock markets

Tzu-Chuan Kao and Chu-Hsiung Lin

Year of publication:	2009
Authors:	Kao, Tzu-Chuan ; Lin, Chu-Hsiung
Published in:	Global stock exchanges : stability, interrelationships, and roles. - New York, NY : Nova Science Publ., ISBN 1-60692-184-3. - 2009, p. 161-176
Subject:	Risikomaß \| Risk measure \| Ausreißer \| Outliers \| Kapitaleinkommen \| Capital income \| Schätzung \| Estimation \| Schwellenländer \| Emerging economies \| Asien \| Asia \| 1991-2007

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10008840546

A service of the