Modeling value at risk of financial holding company : time varying vs. traditional models
Yong-Chern Su; Han-Ching Huang; Serena Wang
| Year of publication: |
2010
|
|---|---|
| Authors: | Su, Yong-Chern ; Huang, Han-Ching ; Wang, Serena |
| Published in: |
Banks and bank systems : international research journal. - Sumy : Publishing Company Business Perspectives, ISSN 1816-7403, ZDB-ID 23958960. - Vol. 5.2010, 1, p. 76-86
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009912814