Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns
| Year of publication: |
2002
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|---|---|
| Authors: | Guermat, Cherif ; Harris, Richard D.F. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 18.2002, 3, p. 409-420
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