Selected Entire List   Wu, Kenny  SSRN Author Rank: 28,494 by Downloads  No Address Information is Available Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Wu, Kenny's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 682 Total Citations 0 Papers (1) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   VaR Estimation with Power EWMA Model - Conservativeness, Accuracy and Efficiency | Show Abstract Hide Abstract | Download | Working Paper Series Liu, Mei-Ying Soochow University Wu, Kenny Soochow University Lee, Hsien-Feng National Taiwan University - Department of Economics Posted: 28 Jan 04 682 (16,642)   VaR, power EWMA, standard EWMA, robust EWMA, power exponential distribution, fat-tailed Records 1 - 1 of 1 matches [ 1 ]

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