A comparison of several time-series models for assessing the value at risk of shares (Q2722300)

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A comparison of several time-series models for assessing the value at risk of shares
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    A comparison of several time-series models for assessing the value at risk of shares (English)
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    11 July 2001
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    value at risk
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    time series
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    series of returns
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    banking supervision
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    GARCH
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    stochastic volatility
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    hidden Markov
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