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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
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Asymmetric GARCH value-at-risk over MSCI in financial crisis
Huang, Han-Ching; Su, Yong-chern; Tsui, Jen-Tien - In: International journal of economics and financial issues … 5 (2015) 2, pp. 390-398
Persistent link: https://www.econbiz.de/10011453527
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GJR-GARCH model in value-at-risk of financial holdings
Su, Yong-chern; Huang, Han-Ching; Lin, Y. J. - In: Applied financial economics 21 (2011) 22/24, pp. 1819-1829
Persistent link: https://www.econbiz.de/10009384759