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College of Social Sciences / 社會科學院
Economics / 經濟學系
FAT : Tails and VaR Estimation Using Power EWMA Models
Details
FAT : Tails and VaR Estimation Using Power EWMA Models
Journal
Journal of Academy of Business and Economics
Journal Volume
3
Journal Issue
1
Pages
98-110
Date Issued
2004
Author(s)
HSIEN-FENG LEE
URI
http://scholars.lib.ntu.edu.tw/handle/123456789/308546
Type
journal article