Crossmark

Value-at-risk forecasts by dynamic spatial panel GJR-GARCH model for international stock indices portfolio

Crossref DOI link: https://doi.org/10.1007/s00500-017-2979-7

Published Online: 2017-12-16

Published Print: 2018-08

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Zhang, Wei-Guo

Mo, Guo-Li http://orcid.org/0000-0002-3925-533X
Liu, Fang

Liu, Yong-Jun
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (CN) (71501076)

2017 Guangxi high school innovation team and outstanding scholars plan

National Natural Science Foundation of China (71571054)

National Natural Science Foundation of China (71720107002)
License Information

License valid from 2017-12-16