【作者(必填)】

• Golf Ataboonwongse
  

【文题(必填)】
The role of the SGT Density with Conditional Volatility, Skewness and Kurtosis in the Estimation of VaR: A Case of the Stock Exchange of Thailand【年份(必填)】
2012
【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S1877042812007252