The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR
| Year of publication: |
2008
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|---|---|
| Authors: | Bali, Turan G. ; Mo, Hengyong ; Tang, Yi |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 2, p. 269-282
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