Threshold GARCH Model in Value-at-Risk of Financial Holdings in Taiwan

Su, Yong-chernYong-chernSuHsu, ChunsinChunsinHsuChen, PeiwenPeiwenChen2010-10-052018-07-092010-10-052018-07-092010-09http://ntur.lib.ntu.edu.tw//handle/246246/211325en-USThreshold GARCH Model in Value-at-Risk of Financial Holdings in Taiwanjournal article