Refined By:
Journal:  Annals of Operations Research

Results 1-2 of 2 (Search time: 0.0 seconds).

Issue DateTitleAuthor(s)
11-Apr-2007A conditional-SGT-VaR approach with alternative GARCH modelsBali, Turan G. ; Theodossiou, Panayiotis 
2Apr-2007A conditional-SGT-VaR approach with alternative GARCH modelsBali, Turan G. ; Theodossiou, Panayiotis