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About this Economics, Econometrics and Finance article

Value at Risk Estimation by Threshold Stochastic Volatility Model by Huang, Alex YiHou is a Economics, Econometrics and Finance article available to read on EtoBox.

It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.

Author
Huang, Alex YiHou
Publisher
Taylor and Francis Group; Informa UK (Taylor & Francis); Routledge; Informa UK Limited (ISSN 0003-6846)
Published
2015
Language
EN
Field
Economics, Econometrics and Finance (Social Sciences)