| Year | 2015 |
|---|---|
| Authors | Alex YiHou Huang /Alex YiHou Huang |
| Paper Title | Value at risk estimation by threshold stochastic volatility model |
| Journal Title | Applied Economics |
| Vol.No | 47 |
| Issue.No | 45 |
| Page(s) | 4884-4900 |
| Level Type | SSCI |
| Language | English |
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