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person:"Rombouts, Jeroen V. K."
~person:"Ma, Feng"
~subject:"Nonparametric statistics"
~type_genre:"Arbeitspapier"
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Evaluating portfolio value-at-risk using semi-parametric GARCH models
Rombouts, Jeroen V. K.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002505827
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Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001790716
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