On Some Models for Value-At-Risk
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Publication:3063860
DOI10.1080/07474938.2010.481972zbMath1205.91095OpenAlexW2090784282MaRDI QIDQ3063860
Wai Keung Li, Shusong Jin, Philip L. H. Yu
Publication date: 15 December 2010
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10722/125401
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70)
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Uses Software
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