The role of the SGT Density with Conditional Volatility, Skewness and Kurtosis in the Estimation of VaR: A Case of the Stock Exchange of Thailand

✍ Scribed by Golf Ataboonwongse

• Book ID: 113889800
• Publisher: Elsevier
• Year: 2012
• Tongue: English
• Weight: 171 KB
• Volume: 40
• Category: Article
• ISSN: 1877-0428
• DOI: 10.1016/j.sbspro.2012.03.258