Estimation Risk in GARCH VaR and ES Estimates

Estimation Risk in GARCH VaR and ES Estimates

Feng Gao and Fengming Song
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Volume:
24
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/20142546
Date:
October, 2008
File:
PDF, 1.73 MB
english, 2008
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