Index-exciting CAViaR: A new empirical time-varying risk model

Authors
Publication date
1 January 2010
Publisher
M I T Press

Abstract

Dashan Huang, Baimin Yu, Zudi Lu, Frank J. Fabozzi, Sergio Focardi, and Masao Fukushim

    Similar works

    Full text

    thumbnail-image

    Available Versions

    Adelaide Research & Scholarship

    redirect
    oaioai:digital.library.adelaide.e...
    Last time updated on 05/08/2013