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subject:"Share price"
type:"book"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Ardia, David"
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GARCH models for daily stock returns : impact of estimation frequency on value-at-risk and expected shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart
-
2013
Persistent link: https://www.econbiz.de/10010191413
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