Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns
Year of publication: |
2002
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Authors: | Guermat, Cherif ; Harris, Richard D. F. |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 18.2002, 3, p. 409-419
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Publisher: |
Elsevier |
Saved in:
Online Resource
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