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Volatility modeling and Value-at-Risk (VaR) forecasting of emerging stock markets in the presence of long memory, asymmetry, and skewed heavy tails

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Measuring value at risk on emerging stock markets : empirical evidence from Serbian stock exchange

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Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models

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Determinants of stock market classifications

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