Wong, Shiu Fung, Tong, Howell, Siu, Tak Kuen and Lu, Zudi (2016) A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach. Journal of Time Series Analysis, 1-20. (In Press)
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Accepted/In Press date: 4 July 2016
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Local EPrints ID: 397899
URI: http://eprints.soton.ac.uk/id/eprint/397899
PURE UUID: f623f93d-21a1-4e0a-81ce-0c4334791846
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Date deposited: 11 Jul 2016 08:13
Last modified: 15 Mar 2024 05:43
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Author:
Shiu Fung Wong
Author:
Howell Tong
Author:
Tak Kuen Siu
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