https://scholars.lib.ntu.edu.tw/handle/123456789/353151
Title: | Assessing value at risk with CARE, the conditional autoregressive expectile models | Authors: | Hsu, Yu-Chin Yeh, Jin-Huei CHUNG-MING KUAN |
Issue Date: | Nov-2009 | Journal Issue: | 150 | Start page/Pages: | 261-270 | Source: | Journal of Econometrics | URI: | http://scholars.lib.ntu.edu.tw/handle/123456789/353151 | DOI: | 10.1016/j.jeconom.2008.12.002 |
Appears in Collections: | 財務金融學系 |
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