GJR-GARCH model in value-at-risk of financial holdings
| Year of publication: |
2011
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|---|---|
| Authors: | Su, Y. C. ; Huang, H. C. ; Lin, Y. J. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 21.2011, 24 (1.12.), p. 1819-1830
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