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"A conditional-SGT-VaR approach with alternative GARCH models."

Turan G. Bali, Panayiotis Theodossiou (2007)

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DOI: 10.1007/S10479-006-0118-4

access: closed

type: Journal Article

metadata version: 2020-10-26

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  dblp key:
  - journals/anor/BaliT07
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  - https://dblp.org/rec/journals/anor/BaliT07
Turan G. Bali, Panayiotis Theodossiou:
A conditional-SGT-VaR approach with alternative GARCH models. Ann. Oper. Res. 151(1): 241-267 (2007)

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