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Value at risk under jump GARCH processes
Sorwar, Ghulam; Barone-Adesi, Giovanni - In: Banking and finance review 2 (2010) 1, pp. 27-36
Persistent link: https://www.econbiz.de/10008936635
Cover Image
Value at risk under jump GARCH processes
Sorwar, Ghulam; Barone-Adesi, Giovanni - In: Banking and finance review 2 (2010) 1, pp. 27-36
Persistent link: https://www.econbiz.de/10009956430