Year | 2015 |
---|---|
Authors | Alex YiHou Huang |
Paper Title | Value at risk estimation by threshold stochastic volatility model |
Journal Title | Applied Economics |
Vol.No | 47 |
Issue.No | 45 |
From | 4884 |
To | 4900 |
Level Type | SSCI |
Language | English |
Login Department of Information Management and Finance, NYCU
Year | 2015 |
---|---|
Authors | Alex YiHou Huang |
Paper Title | Value at risk estimation by threshold stochastic volatility model |
Journal Title | Applied Economics |
Vol.No | 47 |
Issue.No | 45 |
From | 4884 |
To | 4900 |
Level Type | SSCI |
Language | English |