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~subject:"ARCH-Modell"
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Zur Prognose des Value-at-Risk und Expected Shortfall mit zeitdiskreten Stochastic-Volatility-Modellen : empirische Ergebnisse für Finanzmarktzeitreihen
Dimitrov, Valentin S.
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2015
Persistent link: https://www.econbiz.de/10011343772
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