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Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models - MaRDI portal

Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models

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Publication:6634893

DOI10.1080/07350015.2017.1401543zbMATH Open1548.62572MaRDI QIDQ6634893

Yannick Hoga

Publication date: 8 November 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)






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