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Estimating value-at-risk for Chinese stock market by switching regime ARCH model - MaRDI portal

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Estimating value-at-risk for Chinese stock market by switching regime ARCH model

From MaRDI portal
Publication:2494605

DOI10.3934/JIMO.2006.2.145zbMATH Open1096.62104OpenAlexW2023676434MaRDI QIDQ2494605

Author name not available (Why is that?)

Publication date: 14 July 2006

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2006.2.145




Mathematics Subject Classification ID

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