MSC
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Software:28130
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Source code repository: https://github.com/cran/MSC
Related Items (4)
Modeling returns volatility: realized GARCH incorporating realized risk measure ⋮ Comparison of value-at-risk models using the MCS approach ⋮ A change-point approach for the identification of financial extreme regimes ⋮ Data cloning estimation for asymmetric stochastic volatility models
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