Range-based models in estimating value-at-risk (VAR)

Range-based models in estimating value-at-risk (VAR)

Bibliographic Details
Published in:Philippine Review of Economics Vol. 45, no. 2 (Dec. 2008), 87-99
Main Author: Beronilla, Nikkin
Other Authors: Mapa, Dennis S.
Format: Article
Published: 2008
Subjects:
Econometric models