Work

Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns

Year: 2010

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2010.05.004

Authors: Wan-Hsiu Cheng, Jui-Cheng Hung

Institutions: Tamkang University, Lunghwa University of Science and Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Science Council

Award: G3616291664

OpenAlex ID: W2004991837

FWCI: 3.9

Cites: 55

Cited by: 67

Related to: 10