GJR-GARCH model in value-at-risk of financial holdings
Y. C. Su, H. C. Huang and Y. J. Lin
| Year of publication: |
2011
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|---|---|
| Authors: | Su, Yong-chern ; Huang, Han-Ching ; Lin, Y. J. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 22/24, p. 1819-1829
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| Subject: | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Finanzsektor | Financial sector | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009384759