VaR Forecasts for Korea TreasuryBonds via EVT and CAViaR Models | Zendy

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VaR Forecasts for Korea TreasuryBonds via EVT and CAViaR Models

Author(s) -

Jaeho Yun

Publication year - 2018

Publication title -

geum'yung anjeong yeon'gu

Language(s) - Uncategorized

Resource type - Journals

ISSN - 1738-7418

DOI - 10.26588/kdic.2018.19.1.001

Subject(s) - econometrics , economics

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