A Study of Value‐at‐Risk Based on M‐Estimators of the Conditional Heteroscedastic Models
| Year of publication: |
2012
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|---|---|
| Authors: | Iqbal, Farhat ; Mukherjee, Kanchan |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 31.2012, 5, p. 377-391
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