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                                       Details for article 11 of 12 found articles
 
 
  The use of GARCH models in VaR estimation
 
 
Title: The use of GARCH models in VaR estimation
Author: Angelidis, Timotheos
Benos, Alexandros
Degiannakis, Stavros
Appeared in: Statistical methodology
Paging: Volume 1 (2004) nr. 1-2 pages 105-128
Year: 2004
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 11 of 12 found articles
 
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