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Lee Kong Chian Faculty of Engineering and Science
Published Scholarly Output
Model selection based on value-at-risk backtesting approach for GARCH-Type models
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Model selection based on value-at-risk backtesting approach for GARCH-Type models
Journal
Journal of Industrial & Management Optimization
ISSN
1553-166X
Date Issued
2020
Author(s)
Hao-Zhe Tay
Kok-Haur Ng
You-Beng Koh
Kooi Huat Ng
Lee Kong Chian Faculty of Engineering and Science
DOI
https://www.aimsciences.org/article/doi/10.3934/jimo.2019021
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