Conditional ASGT-GARCH Approach to Value-at-Risk
Crossref DOI link: https://doi.org/10.1007/s40995-018-0484-1
Published Online: 2018-01-25
Published Print: 2019-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Altun, Emrah
Tatlıdil, Hüseyin
Özel, Gamze
Text and Data Mining valid from 2018-01-25
Article History
Received: 12 March 2017
Accepted: 10 January 2018
First Online: 25 January 2018