✦ LIBER ✦
Estimating value-at-risk via Markov switching ARCH models – an empirical study on stock index returns
✍ Scribed by Leon Li *, Ming-Yuan; Lin, Hsiou-wei William
- Book ID
- 120634419
- Publisher
- Taylor and Francis Group
- Year
- 2004
- Tongue
- English
- Weight
- 749 KB
- Volume
- 11
- Category
- Article
- ISSN
- 1350-4851
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