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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of forecasting"
~person:"Choi, Ji-Eun"
~subject:"ARCH model"
~subject:"Statistical distribution"
~subject:"Systemrisiko"
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TWO-COMPONENT EXTREME VALUE DI...
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Choi, Ji-Eun
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Value at risk forecasting for volatility index
Park, Seul-Ki
;
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
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