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Conference Paper: Estimating VaR using long memory GARCH models and multiple period VaR estimation' in the Hong Kong Institute for Monetary Research (HKIMR)

TitleEstimating VaR using long memory GARCH models and multiple period VaR estimation' in the Hong Kong Institute for Monetary Research (HKIMR)
Authors
Issue Date2002
Persistent Identifierhttp://hdl.handle.net/10722/110154

 

DC FieldValueLanguage
dc.contributor.authorYu, PLHen_HK
dc.contributor.authorSo, MKPen_HK
dc.date.accessioned2010-09-26T01:53:34Z-
dc.date.available2010-09-26T01:53:34Z-
dc.date.issued2002en_HK
dc.identifier.urihttp://hdl.handle.net/10722/110154-
dc.languageengen_HK
dc.relation.ispartofTopics in Value at Risk Estimationen_HK
dc.titleEstimating VaR using long memory GARCH models and multiple period VaR estimation' in the Hong Kong Institute for Monetary Research (HKIMR)en_HK
dc.typeConference_Paperen_HK
dc.identifier.emailYu, PLH: plhyu@hkucc.hku.hken_HK
dc.identifier.authorityYu, PLH=rp00835en_HK
dc.identifier.hkuros80425en_HK

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