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subject:"Risiko"
subject:"Welt"
~isPartOf:"Risk management : a journal of risk, crisis and disaster"
~person:"Huang, Chun-Sung"
~subject:"Corporate governance"
~subject:"Portfolio-Management"
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Risk management : a journal of risk, crisis and disaster
International business and economics research journal
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A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models : evidence from the Johannesburg stock exchange
Elenjical, Timmy
;
Mwangi, Patrick
;
Panulo, Barry
; …
- In:
Risk management : a journal of risk, crisis and disaster
18
(
2016
)
2/3
,
pp. 89-110
Persistent link: https://www.econbiz.de/10011537385
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