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"Value-at-risk forecasts by dynamic spatial panel GJR-GARCH model for ..."

Wei-Guo Zhang et al. (2018)

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DOI: 10.1007/S00500-017-2979-7

access: closed

type: Journal Article

metadata version: 2021-04-20

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Wei-Guo Zhang, Guo-Li Mo, Fang Liu, Yong-Jun Liu:
Value-at-risk forecasts by dynamic spatial panel GJR-GARCH model for international stock indices portfolio. Soft Comput. 22(16): 5279-5297 (2018)

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