ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES
Year of publication: |
2008
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Authors: | Gao, Feng ; Song, Fengming |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 24.2008, 5, p. 1404-1424
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Saved in:
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