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