Year | 2010 |
---|---|
Authors | Huimin Chung ,Huimin Chung, JH Guo , Y.J Wang |
Paper Title | A value at risk analysis of carry trade using skew-GARCH models |
Conference Name | 17th Annual Conference of the Multinational Finance Society |
Paper Type | 會議論文 |
Login Department of Information Management and Finance, NYCU
Year | 2010 |
---|---|
Authors | Huimin Chung ,Huimin Chung, JH Guo , Y.J Wang |
Paper Title | A value at risk analysis of carry trade using skew-GARCH models |
Conference Name | 17th Annual Conference of the Multinational Finance Society |
Paper Type | 會議論文 |