Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
| Year of publication: |
2010
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|---|---|
| Authors: | Pesaran, Bahram ; Pesaran, M. Hashem |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 27.2010, 6, p. 1398-1417
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