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A Note on Estimating Market–based Minimum Capital Risk Requirements: A Multivariate GARCH Approach

✍ Scribed by C. Brooks; A. D. Clare; G. Persand


Book ID
108550277
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
263 KB
Volume
70
Category
Article
ISSN
1463-6786

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