Markov-switching GARCH modelling of value-at-risk
Rasoul Sajjad; Jerry Coakley; John C. Nankervis
| Year of publication: |
2008
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|---|---|
| Authors: | Sajjad, Rasoul ; Coakley, Jerry ; Nankervis, John C. |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 12.2008, 3, p. 1-29
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.2202/1558-3708.1522 [DOI] |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009949930