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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied financial economics"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The journal of risk model validation"
~person:"Li, Wai Keung"
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Journal of risk and financial management : JRFM
The journal of risk model validation
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An empirical evaluation of large dynamic covariance models in portfolio value-at-risk estimation
Law, Keith K. F.
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
The journal of risk model validation
14
(
2020
)
2
,
pp. 21-39
Persistent link: https://www.econbiz.de/10014335946
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