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

Manylion Llyfryddiaeth
Prif Awdur:	Cayton, Peter Julian A.
Fformat:	Analytics
Iaith:	Saesneg
Pynciau:	Economics-Periodicals. Time-varying parameters. Generalized autoregressive conditional heteroskedasticity models. Non-normal distributions. Risk management. Financial econometrics.