The impact of stationarity assessment on studies of volatility and value-at-risk. (Q1600541): Difference between revisions

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The impact of stationarity assessment on studies of volatility and value-at-risk.
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    The impact of stationarity assessment on studies of volatility and value-at-risk. (English)
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    13 June 2002
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    Value at risk
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    Test of stationarity
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