Media type: E-Article Title: Regime-Switching Processes and Mean-Reverting Volatility Models in Value-at-Risk Estimation: Evidence from the Taiwan Stock Index Contributor: Chen, Yi-Wen; Lin, Chu-Bin; Tu, Anthony H. imprint: Informa UK Limited, 2020 Published in: Emerging Markets Finance and Trade Language: English DOI: 10.1080/1540496x.2019.1609442 ISSN: 1540-496X; 1558-0938 Origination: Footnote: