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Modeling value at risk of financial holding company : time varying vs. traditional models
Su, Yong-chern
;
Huang, Han-Ching
;
Wang, Serena
- In:
Banks and bank systems : international research journal
5
(
2010
)
1
,
pp. 76-86
Persistent link: https://www.econbiz.de/10003988899
Saved in:
2
AVGARCHM model in value-at-risk of financial holdings in Taiwan
Su, Yong-chern
;
Chen, Hailan
;
Chen, Peiwen
- In:
Banks and bank systems : international research journal
5
(
2010
)
3
,
pp. 129-136
Persistent link: https://www.econbiz.de/10008729243
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