[ACM Press the 2nd International Conference - Jinan, China...

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[ACM Press the 2nd International Conference - Jinan, China (2019.08.28-2019.08.30)] Proceedings of the 2nd International Conference on Big Data Technologies - ICBDT2019 - VaR of SSE returns Based on Bayesian Markov-Switching GARCH Approach

Liao, Ruofan, Boonyakunakorn, Petchaluck, Sriboonchiita, Songsak
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Year:
2019
Language:
english
DOI:
10.1145/3358528.3358545
File:
PDF, 554 KB
english, 2019
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