Hao-Zhe Tay

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Model selection based on value-at-risk backtesting approach for GARCH-type models
Journal of Industrial and Management Optimization
2020-06-18Paper


Research outcomes over time


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