Arima-Garch models in estimating market risk using value at risk for the WIG20 index
Year of publication: |
2012
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Authors: | Makiel, Kamil |
Published in: |
E-Finanse : finansowy kwartalnik internetowy. - Rzeszów, ISSN 1734-039X, ZDB-ID 26317473. - Vol. 8.2012, 2, p. 25-33
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