Empirical analysis of GARCH models in value at risk estimation

Mike K.P. So and Philip L.H. Yu ()

Journal of International Financial Markets, Institutions and Money, 2006, vol. 16, issue 2, pages 180-197

Date: 2006
View citations in EconPapers

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6VGT ... b20d8a7ea536626cc571
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:intfin:v:16:y:2006:i:2:p:180-197

Access Statistics for this article

Journal of International Financial Markets, Institutions and Money is edited by I. Mathur and C. J. Neely

More articles in Journal of International Financial Markets, Institutions and Money from Elsevier
Series data maintained by Heidi Boesdal ().