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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~person:"Okorie, Idika E."
~subject:"Bayes-Statistik"
~subject:"Multivariate distribution"
~subject:"Nichtparametrisches Verfahren"
~subject:"Theorie"
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Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
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