Conditional density and value-at-risk prediction of Asian currency exchange rates

✍ Scribed by Stefan Mittnik; Marc S. Paolella

• Publisher: John Wiley and Sons
• Year: 2000
• Tongue: English
• Weight: 349 KB
• Volume: 19
• Category: Article
• ISSN: 0277-6693
• DOI: 10.1002/1099-131x(200007)19:4<313::aid-for776>3.0.co;2-e