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