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  1. 1
    Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility
    由 Choo, Wei Chong
    出版 1998
    主題: “...GARCH model - Evaluation...”
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  2. 2
    Asymmetry, heavy-tailedness, and structural breaks in garch class of volatility models : an application in GCC stock market /
    主題: “...GARCH model....”
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    Empirical analysis of VaR and CVaR by the utilization of GARCH models and extreme value theory : evidence from Malaysian stock market /
    主題: “...GARCH model....”
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