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Markov-Switching GARCH Modelling of Value-at-Risk

✍ Scribed by Sajjad, Rasoul; Coakley, Jerry; Nankervis, John C

Book ID
121672772
Publisher
The Berkeley Electronic Press,Walter de Gruyter GmbH & Co. KG
Year
2008
Tongue
English
Weight
451 KB
Volume
12
Category
Article
ISSN
1081-1826

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