Expected Shortfall in the Presence of Asymmetry and Long Memory: An Application to Vietnamese Stock Markets

Item Type Journal paper
Abstract
Authors Walther, Thomas
Journal or Publication Title Pacific Accounting Review
Subjects finance
HSG Classification contribution to scientific community
HSG Profile Area None
Date 2017
Publisher Emerald
Volume 29
Number 2
Page Range 132-151
Number of Pages 20
ISSN 0114-0582
Publisher DOI 10.1108/PAR-06-2016-0063
Depositing User Prof. Dr. Thomas Walther
Date Deposited 10 Jan 2018 08:16
Last Modified 10 Jan 2018 08:16
URI: https://www.alexandria.unisg.ch/publications/253240

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Walther, Thomas (2017) Expected Shortfall in the Presence of Asymmetry and Long Memory: An Application to Vietnamese Stock Markets. Pacific Accounting Review, 29 (2). 132-151. ISSN 0114-0582

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https://www.alexandria.unisg.ch/id/eprint/253240
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