Open AccessEvaluating VaR for Equity-Linked Annuities by Forecasting Volatility of S&P 500 Index Return
Author(s) -
Kim Kwang Ik,
SunYong Choi
Publication year - 2017
Publication title -
korean journal of financial engineering
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2017.16.1.006
Subject(s) - economics , equity (law) , volatility (finance) , index (typography) , econometrics , financial economics , actuarial science , computer science , world wide web , political science , law
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom