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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Han, Chuan-Hsiang"
~person:"Tirozzi, B."
~subject:"Share price"
~subject:"Time series analysis"
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International journal of theoretical and applied finance
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VaR/CVaR estimation under stochastic volatility models
Han, Chuan-Hsiang
;
Liu, Wei-han
;
Chen, Tzu-ying
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010363922
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2
A diffusion approach to economic time series
Ciogli, M.
;
Rotundo, G.
;
Tirozzi, B.
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 567-568
Persistent link: https://www.econbiz.de/10001524418
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