Munich Personal RePEc Archive

Browse by Authors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item ID
Number of items: 1.

25 February 2017

Li, Longqing (2017): A Comparative Study of GARCH and EVT Model in Modeling Value-at-Risk. Published in: Journal of Applied Business and Economics , Vol. 19, No. 7 : pp. 27-48.

This list was generated on Fri Feb 21 17:40:40 2020 CET.
UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.