✦ LIBER ✦
Confidence intervals for ARMA–GARCH Value-at-Risk: The case of heavy tails and skewness
✍ Scribed by Spierdijk, Laura
- Book ID
- 126476143
- Publisher
- Elsevier Science
- Year
- 2016
- Tongue
- English
- Weight
- 611 KB
- Volume
- 100
- Category
- Article
- ISSN
- 0167-9473
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