File Download

There are no files associated with this item.

Supplementary

Conference Paper: VaR estimation using FIGARCH models

TitleVaR estimation using FIGARCH models
Authors
Issue Date1999
Persistent Identifierhttp://hdl.handle.net/10722/110190

 

DC FieldValueLanguage
dc.contributor.authorYu, PLHen_HK
dc.date.accessioned2010-09-26T01:55:07Z-
dc.date.available2010-09-26T01:55:07Z-
dc.date.issued1999en_HK
dc.identifier.urihttp://hdl.handle.net/10722/110190-
dc.languageengen_HK
dc.relation.ispartofHong Kong International Workshop on Statistics in Finance, Hong Kongen_HK
dc.titleVaR estimation using FIGARCH modelsen_HK
dc.typeConference_Paperen_HK
dc.identifier.emailYu, PLH: plhyu@hkucc.hku.hken_HK
dc.identifier.authorityYu, PLH=rp00835en_HK
dc.identifier.hkuros49211en_HK

Export via OAI-PMH Interface in XML Formats


OR


Export to Other Non-XML Formats