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Forecasting daily conditional volatility and h-step-ahead short and long Value-at-Risk accuracy: Evidence from financial data
Mabrouk, SamirLanguage:
english
Journal:
The Journal of Finance and Data Science
DOI:
10.1016/j.jfds.2016.06.001
Date:
July, 2016
File:
PDF, 1.32 MB
english, 2016