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The use of GARCH models in VaR estimation

✍ Scribed by Timotheos Angelidis; Alexandros Benos; Stavros Degiannakis

Book ID: 108275821
Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 407 KB
Volume: 1
Category: Article
ISSN: 1572-3127
DOI: 10.1016/j.stamet.2004.08.004

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