On some models for value-at-risk
Year of publication: |
2010
|
---|---|
Authors: | Yu, Philip L. H. ; Li, Wai Keung ; Jin, Shusong |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 29.2010, 5/6, p. 622-641
|
Subject: | Risikomaß | Risk measure | Autokorrelation | Autocorrelation | ARCH-Modell | ARCH model | Schätzung | Estimation | Aktienindex | Stock index | Hongkong | Hong Kong | USA | United States | Japan |
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