Original language | English |
---|---|
Pages (from-to) | 321-347 |
Number of pages | 27 |
Journal | Review of Futures Markets |
Volume | 18 |
Issue number | 4 |
Publication status | Published - May 2010 |
Crisis, value at risk, and conditional extreme value theory via Garch-jump model
Yau Man Ze-To
Research output: Contribution to journal › Journal article