Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models

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	Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models
	Gong, Y; Li, ZP; Peng, L
刊名	JOURNAL OF TIME SERIES ANALYSIS
	2010-03
卷号	31 期号:2 页码:65-75
关键词	ARCH GARCH model empirical likelihood Value-at-Risk
ISSN号	0143-9782
通讯作者	Peng, L (reprint author), Georgia Inst Technol, Sch Math, Atlanta, GA 30332 USA.
学科主题	Mathematics
出版地	MALDEN
语种	英语
WOS记录号	WOS:000274453200001
内容类型	期刊论文
源URL	[http://ir.lzu.edu.cn/handle/262010/118294]
专题	数学与统计学院_期刊论文
推荐引用方式 GB/T 7714	Gong, Y,Li, ZP,Peng, L. Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models[J]. JOURNAL OF TIME SERIES ANALYSIS,2010,31(2):65-75.
APA	Gong, Y,Li, ZP,&Peng, L.(2010).Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models.JOURNAL OF TIME SERIES ANALYSIS,31(2),65-75.
MLA	Gong, Y,et al."Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models".JOURNAL OF TIME SERIES ANALYSIS 31.2(2010):65-75.