The use of GARCH models in VaR estimation
نویسندگان
چکیده
منابع مشابه
A comparison of GARCH models for VaR estimation
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ژورنال
عنوان ژورنال: Statistical Methodology
سال: 2004
ISSN: 1572-3127
DOI: 10.1016/j.stamet.2004.08.004