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The financial measurement of VaR under the GARCH model based on empirical distribution - MaRDI portal

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The financial measurement of VaR under the GARCH model based on empirical distribution

From MaRDI portal
Publication:3385131

DOI10.13471/J.CNKI.ACTA.SNUS.2020.07.31.2020A038zbMATH Open1488.91164MaRDI QIDQ3385131

Author name not available (Why is that?)

Publication date: 17 December 2021





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