| Year | 2013 |
|---|---|
| Authors | Jia-hau Guo ,Wang, Y.-J., H.-M. Chung, and J.-H. Guo |
| Paper Title | A Value-at-Risk Analysis of Carry Trades Using Skew-GARCH Models |
| Journal Title | Studies in Nonlinear Dynamics & Econometrics |
| Vol.No | 17 |
| Issue.No | 4 |
| Page(s) | 439-459 |
| Level Type | SSCI |
| Language | Chinese |
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