Document Type

Journal Article

Authors

Yau Man Ze-To

Department/Unit

Department of Finance & Decision Sciences

Title

Crisis, value at risk, and conditional extreme value theory via Garch-jump model

Language

English

Publication Date

2010

Source Publication Title

Review of Futures Markets -New Series-

Volume

18

Issue

4

Start Page

321

End Page

347

Publisher

Kent State University

ISSN (print)

0898011X

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