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Monograph

Alexander, Carol and Lazar, Emese and Stanescu, Silvia (2011) Analytic Approximations to GARCH Aggregated Returns Distributions with Applications to VaR and ETL. Working paper. ICMA Centre Discussion Papers in Finance, Reading (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:33175)
Alexander, Carol and Lazar, Emese and Stanescu, Silvia (2011) Analytic Moments for GARCH Processes. Working paper. ICMA Centre Discussion Papers in Finance, Reading 10.2139/ssrn.1702623. (doi:10.2139/ssrn.1702623) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:33174)
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