VaR Estimation via Transformed GARCH Models
نویسندگان
چکیده
منابع مشابه
A comparison of GARCH models for VaR estimation
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ژورنال
عنوان ژورنال: Communications for Statistical Applications and Methods
سال: 2009
ISSN: 2287-7843
DOI: 10.5351/ckss.2009.16.6.891