A comparative cross-regime analysis on the performance of...

A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models: Evidence from the Johannesburg stock exchange

Elenjical, Timmy, Mwangi, Patrick, Panulo, Barry, Huang, Chun-Sung
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
18
Language:
english
Journal:
Risk Management
DOI:
10.1057/rm.2016.4
Date:
August, 2016
File:
PDF, 478 KB
english, 2016
Conversion to is in progress
Conversion to is failed