Time-varying conditional Johnson Su density at value-at-risk methodology. [article].

ग्रंथसूची विवरण
मुख्य लेखक:	Cayton, Peter Julian A.
स्वरूप:	Analytics
भाषा:	English
विषय:	Economics-Periodicals. Time-varying parameters. Generalized autoregressive conditional heteroskedasticity models. Non-normal distributions. Risk management. Financial econometrics.