Publisher: John Wiley & Sons Inc
E-ISSN: 1467-8268|29|4|660-673
ISSN: 1017-6772
Source: African Development Review, Vol.29, Iss.4, 2017-12, pp. : 660-673
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Semi-parametric modelling in finance: theoretical foundations
Quantitative Finance, Vol. 2, Iss. 4, 2002-08 ,pp. :
Evaluating portfolio Value-at-Risk using semi-parametric GARCH models
By Rombouts Jeroen Verbeek Marno
Quantitative Finance, Vol. 9, Iss. 6, 2009-09 ,pp. :
A new class of Bayesian semi-parametric models with applications to option pricing
Quantitative Finance, Vol. 13, Iss. 6, 2013-06 ,pp. :