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type:"book"
person:"Engle, Robert F."
~person:"Schorfheide, Frank"
~isPartOf:"Chung-hua series of lectures by invited eminent economists"
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Engle, Robert F.
Schorfheide, Frank
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Chung-hua series of lectures by invited eminent economists
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CAViaR : conditional autoregressive value-at-risk by regression quantiles
Engle, Robert F.
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2001
Persistent link: https://www.econbiz.de/10001633554
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