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GARCH models for daily stock returns: Impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts

✍ Scribed by Ardia, David; Hoogerheide, Lennart F.


Book ID
121692095
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
331 KB
Volume
123
Category
Article
ISSN
0165-1765

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