@article{aufsatz81693,
    affiliation = {Professur für BWL, insb. Finanzwirtschaft und Finanzdienst­leistungen},
    title = {Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH},
    journal = {Journal of Risk and Financial Management},
    keywords = {Stochastic Volatility GARCH},
    year = {2018},
    peerreview = {Ja},
    openaccess = {Ja},
    volume = {Vol. 11},
    number = {No. 2},
    doi = {DOI: 10.3390/jrfm11020018},
    author = {Nguyen, Nam H. and Bui Quang, Paul and Klein, Tony and Walther, Thomas}
}