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~person:"Cayton, Peter Julian"
~subject:"ARCH model"
~subject:"Finanzkrise"
~subject:"Time series"
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Cayton, Peter Julian
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The Philippine review of economics : a joint publication of the University of the Philippines, School of Economics and the Philippine Economic Society
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Time-varying conditional Johnson Su density in Value-at-Risk methodology
Cayton, Peter Julian
;
Mapa, Dennis
- In:
The Philippine review of economics : a joint …
52
(
2015
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10011416114
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