Modeling value at risk of financial holding company: time varying vs. traditional models
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2010-03-01
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| Series: | Banks and Bank Systems |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/3039/BBS_en_2010_1_Su.pdf |
| _version_ | 1818134301009510400 |
|---|---|
| author | Yong-Chern Su Han-Ching Huang Serena Wang |
| author_facet | Yong-Chern Su Han-Ching Huang Serena Wang |
| author_sort | Yong-Chern Su |
| collection | DOAJ |
| first_indexed | 2024-12-11T09:06:26Z |
| format | Article |
| id | doaj.art-2627a9fd5f8c42c39b908955a9de9faa |
| institution | Directory Open Access Journal |
| issn | 1816-7403 1991-7074 |
| language | English |
| last_indexed | 2024-12-11T09:06:26Z |
| publishDate | 2010-03-01 |
| publisher | LLC "CPC "Business Perspectives" |
| record_format | Article |
| series | Banks and Bank Systems |
| spelling | doaj.art-2627a9fd5f8c42c39b908955a9de9faa2022-12-22T01:13:36ZengLLC "CPC "Business Perspectives"Banks and Bank Systems1816-74031991-70742010-03-01513039Modeling value at risk of financial holding company: time varying vs. traditional modelsYong-Chern SuHan-Ching HuangSerena Wanghttps://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/3039/BBS_en_2010_1_Su.pdf |
| spellingShingle | Yong-Chern Su Han-Ching Huang Serena Wang Modeling value at risk of financial holding company: time varying vs. traditional models Banks and Bank Systems |
| title | Modeling value at risk of financial holding company: time varying vs. traditional models |
| title_full | Modeling value at risk of financial holding company: time varying vs. traditional models |
| title_fullStr | Modeling value at risk of financial holding company: time varying vs. traditional models |
| title_full_unstemmed | Modeling value at risk of financial holding company: time varying vs. traditional models |
| title_short | Modeling value at risk of financial holding company: time varying vs. traditional models |
| title_sort | modeling value at risk of financial holding company time varying vs traditional models |
| url | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/3039/BBS_en_2010_1_Su.pdf |
| work_keys_str_mv | AT yongchernsu modelingvalueatriskoffinancialholdingcompanytimevaryingvstraditionalmodels AT hanchinghuang modelingvalueatriskoffinancialholdingcompanytimevaryingvstraditionalmodels AT serenawang modelingvalueatriskoffinancialholdingcompanytimevaryingvstraditionalmodels |