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A study of Value-at-Risk based on M-estimators of the conditional heteroscedastic models
Mukherjee, K.
& Iqbal, F.,
08/2012
,
In:
Journal of Forecasting.
31
,
5
,
p. 377-390
14 p.
Research output
:
Contribution to Journal/Magazine
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Journal article
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peer-review