http://ir.sinica.edu.tw/handle/201000000A/41252| DC Field | Value | Language |
|---|---|---|
| dc.contributor | 統計科學研究所 | - |
| dc.contributor.author | Ho, Hwai-Chung | - |
| dc.contributor.author | Liu, Fang-I | - |
| dc.date.accessioned | 2020-10-23T07:34:36Z | - |
| dc.date.available | 2020-10-23T07:34:36Z | - |
| dc.date.issued | 2009 | - |
| dc.identifier.uri | http://ir.sinica.edu.tw/handle/201000000A/41252 | - |
| dc.description.sponsorship | 統計科學研究所 | - |
| dc.language.iso | en | - |
| dc.publisher | Springer | - |
| dc.relation.ispartof | Handbook of Quantitative Finance and Risk Management (USA : Springer) | - |
| dc.title | Estimation of Short- and Long- Term VaR for Long-Memory Stochastic Volatility Models | - |
| dc.type | book chapter | - |
| dc.description.note | 已出版(accepted);有審查制度;具代表性 | - |
| item.grantfulltext | none | - |
| item.openairetype | book chapter | - |
| item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
| item.languageiso639-1 | en | - |
| item.cerifentitytype | Publications | - |
| item.fulltext | no fulltext | - |
| crisitem.author.dept | Institute of Statistical Science | - |
| crisitem.author.parentorg | Division of Mathematics and Physical Sciences | - |
| Appears in Collections: | 統計科學研究所 | |
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