scientific article

DOI10.3969/j.issn.0490-6756.2011.06.004zbMath1265.91127MaRDI QIDQ2918309

Yayong Tang, Zhonghua Gou, Lin Zhang

Publication date: 5 October 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

tail value at riskconditional heteroscedastic modelasset returns time series

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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