MSC

swMATH16260MaRDI QIDQ28130FDOQ28130

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Source code repository: https://github.com/cran/MSC

Cited In (4)

• Modeling returns volatility: realized GARCH incorporating realized risk measure
• Comparison of value-at-risk models using the MCS approach
• Data cloning estimation for asymmetric stochastic volatility models
• A change-point approach for the identification of financial extreme regimes

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