Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations
| Year of publication: |
2007
|
|---|---|
| Authors: | Hang Chan, Ngai ; Deng, Shi-Jie ; Peng, Liang ; Xia, Zhendong |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 137.2007, 2, p. 556-576
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