Value-at-Risk Analysis for Taiwan Stock Index Futures: Fat Tails and Conditional Asymmetries in Return Innovations

✍ Scribed by Yu Chuan Huang; Bor-Jing Lin

• Book ID: 111606622
• Publisher: Springer US
• Year: 2004
• Tongue: English
• Weight: 234 KB
• Volume: 22
• Category: Article
• ISSN: 0924-865X
• DOI: 10.1023/b:requ.0000015851.78720.a9