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Empirical analysis of GARCH models in value at risk...

Empirical analysis of GARCH models in value at risk estimation

Mike K.P. So, Philip L.H. Yu
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Volume:
16
Year:
2006
Language:
english
DOI:
10.1016/j.intfin.2005.02.001
File:
PDF, 398 KB
english, 2006
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