A Note on Estimating Market-based Minimum Capital Risk Requirements: A Multivariate GARCH Approach
| Year of publication: |
2002
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|---|---|
| Authors: | Brooks, C. ; Clare, A.D. ; Persand, G. |
| Published in: |
The Manchester School. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0025-2034, ZDB-ID 14189203. - Vol. 70.2002, 5, p. 666-681
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