ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES (Q3632423)

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ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES
scientific article

    Statements

    title
    ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES (English)
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    publication date
    11 June 2009
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    62M10
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    91B84
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    zbMATH DE Number
    5564041
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