The impact of stationarity assessment on studies of volatility and value-at-risk. (Q1600541)
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scientific article; zbMATH DE number 1755439
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| English | The impact of stationarity assessment on studies of volatility and value-at-risk. |
scientific article; zbMATH DE number 1755439 |
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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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