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~person:"Kao, Tzu-Chuan"
~person:"Vries, Casper G. de"
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Estimation of value at risk for heteroscedastic and and heavy-tailed asset time series : evidence from emerging Asian stock markets
Kao, Tzu-Chuan
;
Lin, Chu-Hsiung
- In:
Business and finance : performance and management
,
(pp. 1-15)
.
2011
Persistent link: https://www.econbiz.de/10009304201
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2
Estimation of value at risk for heteroscedastic and heavy-tailed asset time series : evidence from emerging Asian stock markets
Kao, Tzu-Chuan
;
Lin, Chu-Hsiung
- In:
Global stock exchanges : stability, interrelationships, …
,
(pp. 161-176)
.
2009
Persistent link: https://www.econbiz.de/10008840546
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3
Credit value-at-risk constraints, credit rationing and monetary policy
Slijkerman, Jan Frederik
;
Smant, David Jan Cornelis
; …
- In:
Money matters : essays in honour of Alan Walters
,
(pp. 243-250)
.
2004
Persistent link: https://www.econbiz.de/10001997759
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