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~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~language:"eng"
~person:"McAleer, Michael"
~person:"Sunstein, Cass R."
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McAleer, Michael
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Modelling and forecasting dynamic VaR thresholds for risk management and regulation
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2005
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