Items Authored/Edited by Boshnakov, Georgi N.

Up a level
Export as [feed] Atom [feed] RSS
Group by: Item Type | Date | No Grouping
Jump to: Article
Number of items: 1.

Article

Nikolaev, Nikolay; Boshnakov, Georgi N. and Zimmer, Robert. 2013. Heavy-tailed mixture GARCH volatility modeling and Value-at-Risk estimation. Expert Systems with Applications, 40(6), pp. 2233-2243. ISSN 0957-4174 [Article]

This list was generated on Mon Nov 29 03:35:30 2021 GMT.