"A Research in Performances of Non-normal ARCH Type Models and of VaR Measure."

Xiaoyong Zhang, Min Yu (2009)

> Home

Details and statistics

DOI: 10.1109/CSO.2009.446

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-23

- view
  authority control:
- export record
  dblp key:
  - conf/cso/ZhangY09
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/cso/ZhangY09
Xiaoyong Zhang, Min Yu:
A Research in Performances of Non-normal ARCH Type Models and of VaR Measure. CSO (2) 2009: 582-586

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.