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1 Ergebnisse
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EWS-GARCH: New Regime Switching Approach to Forecast Value-..:
Chlebus, Marcin
Central European Economic Journal. 3 (2018) 50 - p. 01-25 , 2018
Link:
https://doi.org/10.1515/ceej-2017-0014
RT Journal T1 <Title>EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1515_ceej-2017-0014&Exemplar=1&LAN=DE A1 Chlebus, Marcin PB Walter de Gruyter GmbH YR 2018 SN 2543-6821 JF Central European Economic Journal VO 3 IS 50 SP 01 OP 25 LK http://dx.doi.org/https://doi.org/10.1515/ceej-2017-0014 DO https://doi.org/10.1515/ceej-2017-0014 SF ELIB - SuUB Bremen
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