Year | 1999 |
---|---|
Authors | HSIU-HUA RAU |
Paper Title | Lin, H. W.;Rau, H.H.; Li. M.Y., 1999.12, 'Mitigating Tail-fatness, Leptokurtic and Skewness Problems in VaR Estimation via Markov Switching Setting, ' Journal of Financial Studies, Vol.17, No.3, pp.61-94.(TSSCI) |
Vol.No | 254756 |
Date of Publication | 1999-12-01 |