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subject:"Risikomaß"
type_genre:"Working Paper"
~isPartOf:"CIE working paper series"
~subject:"Climate change"
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Value at risk and expected shortfall under general semi-parametric GARCH models
Zhang, Xuehai
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2019
Persistent link: https://www.econbiz.de/10012115804
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Value at risk and expected shortfall under general semi-parametric GARCH models
Zhang, Xuehai
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2019
Persistent link: https://www.econbiz.de/10012508157
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