Empirical application of normal mixture GARCH and value-at-risk estimation (Q6075534)
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scientific article; zbMATH DE number 7752997
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical application of normal mixture GARCH and value-at-risk estimation |
scientific article; zbMATH DE number 7752997 |
Statements
Empirical application of normal mixture GARCH and value-at-risk estimation (English)
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20 October 2023
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