One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market

✍ Scribed by Mabrouk, Samir; Aloui, Chaker

• Book ID: 121883597
• Publisher: Inderscience Publishers
• Year: 2010
• Weight: 153 KB
• Volume: 4
• Category: Article
• ISSN: 1460-6712
• DOI: 10.1504/IJFSM.2010.032433