%0 Journal Article
%T Univariate and Multivariate Volatility Models for Portfolio Value at Risk
%A Xiao, Jingyi
%A Mao, Siqi
%A Niu, Xufeng
%A Kang, Yixin
%J Journal of Finance and Economics
%V 12
%N 1
%P 1-14
%D 2024
%@ 2328-7276
%M doi:10.12691/jfe-12-1-1
%U https://pubs.sciepub.com/jfe/12/1/1