Expand icon Search icon File icon file Download

Items where Author is "Sajjad, R"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 1.

Article

Sajjad, R and Coakley, J and Nankervis, JC (2008) Markov-Switching GARCH Modelling of Value-at-RisK. Studies in Nonlinear Dynamics & Econometrics, 12 (3). DOI https://doi.org/10.2202/1558-3708.1522

This list was generated on Tue Dec 3 23:28:34 2024 GMT.