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~isPartOf:"Applied Stochastic Models in Business and Industry"
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Bayesian modeling and forecasting of Value‐at‐Risk via threshold realized volatility
Chen, Cathy W.S.
;
Watanabe, Toshiaki
- In:
Applied Stochastic Models in Business and Industry
35
(
2018
)
3
,
pp. 747-765
Persistent link: https://www.econbiz.de/10012272414
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