Accurate value-at-risk forecasting based on the normal-GARCH model (Q1010573): Difference between revisions

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Latest revision as of 11:37, 1 July 2024

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Accurate value-at-risk forecasting based on the normal-GARCH model
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    Accurate value-at-risk forecasting based on the normal-GARCH model (English)
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    6 April 2009
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    bootstrap
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    GARCH
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    value at risk
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