Pages that link to "Item:Q2494605"
From MaRDI portal
The following pages link to Estimating value-at-risk for Chinese stock market by switching regime ARCH model (Q2494605):
Displaying 3 items.
- Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach (Q507996) (← links)
- Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis. (Q1406485) (← links)
- Application of autoregressive tail-index model to China's stock market (Q5880056) (← links)