Assessing the performance of generalized autoregressive conditional heteroskedasticity-based value-at-risk models : a case of frontier markets
Dany Ng Cheong Vee; Preethee Nunkoo Gonpot; Noor Sookia
Year of publication: |
2012
|
---|---|
Authors: | Vee, Dany Ng Cheong ; Gonpot, Preethee Nunkoo ; Sookia, Noor |
Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 6.2012, 4, p. 95-111
|
Saved in:
Saved in favorites
Similar items by person
-
Vee, Dany Ng Cheong, (2012)
-
Qualification of operational risk : statistical insights on coherent risk measures
Vee, Dany Ng Cheong, (2019)
-
Moraghen, Warren, (2019)
- More ...