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subject:"ARCH model"
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VaR and CVaR estimates in BRIC's oil sector : a normal inverse Gaussian distribution approach
Ruenes, Sánchez
;
Núñez Mora, José Antonio
;
Mota …
- In:
Economía teoría y práctica
28
(
2020
)
52
,
pp. 207-236
Persistent link: https://www.econbiz.de/10012617869
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