Value at risk under jump GARCH processes
Ghulam Sorwar; Giovanni Barone-Adesi
Year of publication: |
2010
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Authors: | Sorwar, Ghulam ; Barone-Adesi, Giovanni |
Published in: |
Banking and finance review. - [S.l] : [lulu.com], ISSN 1947-7945, ZDB-ID 25570900. - Vol. 2.2010, 1, p. 27-36
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