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A value-at-risk forecastability indicator in the framework of a generalized autoregressive score with "asymmetric laplace distribution"
Dima, Bogdan
;
Dima, Ştefana Maria
;
Ioan, Roxana
- In:
Finance research letters
45
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014575518
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