Markov-Switching GARCH Modelling of Value-at-Risk (Q3574728)
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scientific article; zbMATH DE number 5729876
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Markov-Switching GARCH Modelling of Value-at-Risk |
scientific article; zbMATH DE number 5729876 |
Statements
Markov-Switching GARCH Modelling of Value-at-Risk (English)
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2 July 2010
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0.9184875
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0.9082065
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0.8969239
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0.89589524
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0.89546525
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