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~isPartOf:"Discussion Paper Series 1"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Economics / Journal articles : the open-access, open-assessment journal"
~person:"Hoogerheide, Lennart"
~subject:"Börsenkurs"
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GARCH models for daily stock returns : impact of estimation frequency on value-at-risk and expected shortfall forecasts
Ardia, David
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Hoogerheide, Lennart
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2013
Persistent link: https://www.econbiz.de/10010191413
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