Title of article
Empirical analysis of GARCH models in value at risk estimation
Author/Authors
Mike K.P. So، نويسنده , , Philip L.H. Yu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
18
From page
180
To page
197
Keywords
GARCH model , Long memory , Market risk
Journal title
Journal of International Financial Markets, Institutions and Money
Serial Year
2006
Journal title
Journal of International Financial Markets, Institutions and Money
Record number
189750
Link To Document