Mitigating Tail-fatness, Lepto Kurtic and Skewness Problems in VaR Estimation via Markov Switching Settings-An Empirical Study on Major TAlEX Index Returns
Resource
Journal of Financial Studies,7(3),61-95.
Journal
Journal of Financial Studies
Journal Volume
7
Journal Issue
3
Pages
61-95
Date Issued
1999-12
Date
1999-12
Author(s)
Type
journal article