✦ LIBER ✦

Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models

✍ Scribed by Yun Gong; Zhouping Li; Liang Peng

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Empirical Likelihood Intervals for Condi

✍ ZHOUPING LI; YUN GONG; LIANG PENG 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 93 KB

Value-at-Risk in Emerging Equity Markets

✍ DAVID G. McMILLAN; ALAN E. H. SPEIGHT 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 129 KB