http://ir.sinica.edu.tw/handle/201000000A/41252
Title: | Estimation of Short- and Long- Term VaR for Long-Memory Stochastic Volatility Models | Authors: | Ho, Hwai-Chung Liu, Fang-I |
Issue Date: | 2009 | Publisher: | Springer | Relation: | Handbook of Quantitative Finance and Risk Management (USA : Springer) | URI: | http://ir.sinica.edu.tw/handle/201000000A/41252 |
Appears in Collections: | 統計科學研究所 |
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