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Results 1-1 of 1 (Search time: 0.005 seconds).

NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
1
A rolling analysis on the prediction of value at risk with multivariate GARCH and copula

Bai, Yang; Dang, Yibo; Park, Cheolwoo; Lee, Taewook, COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, v.25, no.6, pp.605 - 618, 2018-11

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