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Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-hsiu
;
Hung, Jui-cheng
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10009301140
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2
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-Hsiu
;
Hung, Jui-Cheng
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 160-174
Persistent link: https://www.econbiz.de/10008769857
Saved in:
3
Trading activity and price discovery in Bitcoin futures markets
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
Journal of empirical finance
62
(
2021
),
pp. 107-120
Persistent link: https://www.econbiz.de/10012693330
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