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
Volume	11
Issue number	2
Publication status	Published - 2018
Peer-reviewed	Yes

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