Value-at-risk in US stock indices with skewed generalized error distribution

Applied Financial Economics Letters

Volumn 4, Issue 6, 2008, Pages 425-431

  Lee, Ming Chih ^a   Su, Jung Bin ^a,b   Liu, Hung Chun ^a  

^a TAMKANG UNIVERSITY   (Taiwan)

^b CHINA INSTITUTE OF TECHNOLOGY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 54249121221     PISSN: 17446546     EISSN: 17446554     Source Type: Journal    
DOI: 10.1080/17446540701765274     Document Type: Article

References (20)

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