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Estimation of extreme value-at-risk: An EVT approach for quantile GARCH model
Yi, Yanping, Feng, Xingdong, Huang, ZhuoVolume:
124
Language:
english
Journal:
Economics Letters
DOI:
10.1016/j.econlet.2014.06.028
Date:
September, 2014
File:
PDF, 360 KB
english, 2014