How to estimate the Value at Risk under incomplete information
نویسندگان
چکیده
منابع مشابه
using mgarch to estimate value at risk
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2010
ISSN: 0377-0427
DOI: 10.1016/j.cam.2009.10.007