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~person:"BenSaïda, Ahmed"
~subject:"GARCH model"
~subject:"Stochastic process"
~subject:"USA"
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BenSaïda, Ahmed
Gil-Alaña, Luis A.
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Value-at-Risk under Lévy GARCH models : evidence from global stock markets
Slim, Skander
;
Koubaa, Yosra
;
BenSaïda, Ahmed
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 30-53
Persistent link: https://www.econbiz.de/10011745291
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