Estimation of VaR in conditional heteroscedastic models for principal-protected notes
Year of publication: |
2008
|
---|---|
Authors: | Chen, Fen-Ying |
Published in: |
Journal of Risk Finance. - Emerald Group Publishing. - Vol. 9.2008, November, 5, p. 492-501
|
Publisher: |
Emerald Group Publishing |
Subject: | Financial modelling | Investments | Risk analysis |
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