A comparison of GARCH models for VaR estimation
| Autor: | Orhan, Mehmet, Köksal, Bülent |
|---|---|
| Zdroj: | In Expert Systems With Applications 15 February 2012 39(3):3582-3592 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Orhan, Mehmet, Köksal, Bülent |
|---|---|
| Zdroj: | In Expert Systems With Applications 15 February 2012 39(3):3582-3592 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect