Value-at-Risk for South-East Asian Stock Markets:...

Journal of Risk and Financial Management 2018 / 04 Vol. 11; Iss. 2

Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH

Quang, Paul, Klein, Tony, Nguyen, Nam, Walther, Thomas
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Volume:
11
Language:
english
Journal:
Journal of Risk and Financial Management
DOI:
10.3390/jrfm11020018
Date:
April, 2018
File:
PDF, 446 KB
english, 2018
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