| Original language | English |
|---|---|
| State | Published - 2023 |
| Event | 2023 Symposium on Data Science & Statistics - Duration: Jan 1 2023 → … |
Conference
| Conference | 2023 Symposium on Data Science & Statistics |
|---|---|
| Period | 01/1/23 → … |
Value at Risk Analysis for FAANG+M stock returns: Using GARCH-Dynamic Conditional Correlation Models
Yang Xue, Seongtae Kim
Research output: Contribution to conference › Paper