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subject:"Germany"
~isPartOf:"Annals of economics and statistics"
~person:"Ohtani, Kazuhiro"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~subject:"Theory"
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Looking for efficient QML estimation of conditional VaRs at multiple risk levels
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 9-28
Persistent link: https://www.econbiz.de/10011592728
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