𝔖 Bobbio Scriptorium
✦   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

No coin nor oath required. For personal study only.