[Updated on Apr. 18] Integration of CiNii Articles into CiNii Research

An empirical comparison of multivariate OARCH models based on intraday Value at Risk

Bibliographic Information

Title
An empirical comparison of multivariate OARCH models based on intraday Value at Risk
Author
Morimoto, T., Kawasaki, Y.

Journal

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Details

  • CRID
    1010282256913684487
  • Article Type
    journal article
  • Data Source
    • KAKEN

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