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subject:"ARCH-Modell"
subject:"Börsenkurs"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Guillén, Montserrat"
~subject:"Estimation theory"
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The North American journal of economics and finance : a journal of financial economics studies
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Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
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