Jian Wang, Xiaotao Wu, Mingli Zhong. Empirical Analysis of the Market Risk of Chinese Open-Ended Funds Based on GARCH-VaR Models. In Lean Yu, Kin Keung Lai, S. K. Mishra, editors, Proceedings of the Second International Joint Conference on Computational Sciences and Optimization, CSO 2009, Sanya, Hainan, China, 24-26 April 2009, Volume 1. pages 979-982, IEEE Computer Society, 2009. [doi]
Abstract is missing.