Value-at-Risk Analysis for Taiwan Stock Index Futures: Fat Tails and Conditional Asymmetries in Return Innovations
| Year of publication: |
2004
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|---|---|
| Authors: | Huang, Yu Chuan ; Lin, Bor-Jing |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 22.2004, 2, p. 79-96
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