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Keywords: G17
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Journal Articles
Expected shortfall in the presence of asymmetry and long memory: An application to Vietnamese stock markets
Available to Purchase
Journal:
Pacific Accounting Review
Pacific Accounting Review (2017) 29 (2): 132–151.
Published: 03 April 2017
... be contacted at: thomas.walther@tu-dresden.de © Emerald Publishing Limited 2017 Emerald Publishing Limited Licensed re-use rights only Value-at-Risk Risk management GARCH Expected Shortfall Asymmetry Long memory F37 G17 G31 In 2015, Vietnam signed two major free trade...
