Estimating value-at-risk via Markov switching ARCH models - An empirical study on stock index returns

Applied Economics Letters

Volumn 11, Issue 11, 2004, Pages 679-691

  Li, Ming Yuan Leon ^a   Lin, Hsiou Wei William ^a  

^a NATIONAL CHI NAN UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

STOCK MARKET;

EID: 4644220308     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/1350485042000236539     Document Type: Article

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