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~isPartOf:"Dae oe gyeong je yeon gu"
~person:"Ma, Feng"
~person:"Spagnolo, Nicola"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Financial market"
~subject:"Forecasting model"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Stock market"
~subject:"Ölpreis"
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A skewed student-t value-at-risk approach for long memory volatility processes in Japanese financial markets
Yoon, Seong-min
;
Kang, Sang-hoon
- In:
Dae oe gyeong je yeon gu
11
(
2007
)
1
,
pp. 211-241
Persistent link: https://www.econbiz.de/10003626252
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