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subject:"Risk measure"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~person:"Chan, Ngai Hang"
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Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations
Chan, Ngai Hang
;
Deng, Shi-jie
;
Peng, Liang
;
Xia, Zhendong
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 556-576
Persistent link: https://www.econbiz.de/10003441983
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