A study of value-at-risk on portfolio in stock return using DCC multivariate GARCH

Author： Lee Ming-Chih   Chiou Jer-Shiou   Lin Cho-Min  

Publisher： Routledge Ltd

ISSN： 1744-6546

Source： Applied Financial Economics Letters, Vol.2, Iss.3, 2006-05, pp. : 183-188

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