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The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR

✍ Scribed by Turan G. Bali; Hengyong Mo; Yi Tang

Book ID: 116614989
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 264 KB
Volume: 32
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2007.03.009

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