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Estimating value-at-risk via Markov switching ARCH models – an empirical study on stock index returns
Leon Li *, Ming-Yuan, Lin, Hsiou-wei WilliamVolume:
11
Language:
english
Journal:
Applied Economics Letters
DOI:
10.1080/1350485042000236539
Date:
September, 2004
File:
PDF, 749 KB
english, 2004