GARCH modelling with power exponential distribution : Applications to value at risk estimation

Louhelainen, Mika; Nyblom Jukka

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Date

2007-11-26

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Louhelainen, Mika

Nyblom Jukka

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Fulltext of publication

Publisher

University of Joensuu
Faculty of Law, Economics and Business Administration, Economics and Business Administration

Keskustelualoitteita (PDF), 0052
ISSN: 1795-7885
ISBN: 978-952-219-072-7

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http://urn.fi/URN:ISBN:978-952-219-072-7

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