GARCH-class models estimations and value-at-risk analysis for exchange rate
Samir Mabrouk and Chaker Aloui
| Year of publication: |
2011
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|---|---|
| Authors: | Mabrouk, Samir ; Aloui, Chaker |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 24760109. - Vol. 4.2011, 3, p. 254-278
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009925231