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Results for ARMA-GARCH filtering
Publications & Outputs
Portfolio risk assessment using multivariate extreme value methods
Hilal, S., Poon, S.-H. &
Tawn, J.
,
12/2014
,
In:
Extremes.
17
,
4
,
p. 531-556
26 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review