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~isPartOf:"Journal of risk"
~person:"Caporin, Massimiliano"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Caporin, Massimiliano
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Evaluating value-at-risk measures in the presence of long memory conditional volatility
Caporin, Massimiliano
- In:
Journal of risk
10
(
2007/08
)
3
,
pp. 79-110
Persistent link: https://www.econbiz.de/10003698909
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