Table 2. Parameter estimates of the mean and volatility equations for the fitted models and statistics on the standardized residuals (in-sample period)


A Comparative Performance of Conventional Methods for Estimating Market Risk Using Value at Risk

Cyprian Ondieki Omari

International Journal of Econometrics and Financial Management. 2017, 5(2), 22-32 doi:10.12691/ijefm-5-2-1