The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
Traditional study has some limitation on GARCH models to describe VAR in a market of great volatility, so the purpose of this paper is to look for an effective GARCH model for measuring VAR value of the market risk of open-ended funds. This paper adopted variance-covariance method and introduced the GARCH series models to calculate the conditional variance for VaR value. The authors used the GARCH...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.