Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH

Research output: Contribution to journal › Research article › Contributed › peer-review

Contributors

Paul Bui Quang - , Vietnam National University Ho Chi Minh City (Author)
Tony Klein - , Chair of Business Management, esp Finance and Financial Services, Queen's University Belfast (Author)
Nam H. Nguyen - , Vietnam National University Ho Chi Minh City (Author)
Thomas Walther - , Chair of Business Management, esp Finance and Financial Services, University of St. Gallen (Author)

Original language	English
Article number	18
Journal	Journal of risk and financial management : JRFM
Volume	11
Issue number	2
Publication status	Published - 2018
Peer-reviewed	Yes

ORCID	/0000-0003-4359-987X/work/154742260