Value-at-Risk in Emerging Equity Markets: Comparative Evidence for Symmetric, Asymmetric, and Long-Memory GARCH Models
DAVID G. McMILLAN, ALAN E. H. SPEIGHTVolume:
7
Year:
2007
Language:
english
Pages:
19
DOI:
10.1111/j.1468-2443.2007.00065.x
File:
PDF, 129 KB
english, 2007