Worldwide equity Risk Prediction
Year of publication: |
2013
|
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Authors: | Ardia, David ; Hoogerheide, Lennart F. |
Institutions: | Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) |
Subject: | GARCH | value-at-risk | equity | worldwide | false discovery rate |
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Ardia, David, (2013)
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