VALUE-AT-RISK ANALYSIS OF KOSPI 200 SECTOR INDICES
Year of publication: |
2009
|
---|---|
Authors: | Kang, Sang Hoon ; Cho, Hwan-Gue ; Ryu, Suyeol ; Yoon, Seong-Min ; Cho, Sung-Jin |
Published in: |
Theoretical and Applied Economics. - Asociaţia Generalā a Economiştilor din România - AGER. - Vol. 12(541)(supplement).2009, 12(541)(supplement), p. 771-777
|
Publisher: |
Asociaţia Generalā a Economiştilor din România - AGER |
Subject: | asymmetry | forecasting accuracy | long memory | skewed student-t distribution |
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