Volatility and VaR forecasting in the Madrid Stock Exchange
| Year of publication: |
2008
|
|---|---|
| Authors: | Ñíguez, Trino-Manuel |
| Published in: |
Spanish economic review : SER. - Berlin [u.a.] : Springer, ISSN 1435-5469, ZDB-ID 1469301x. - Vol. 10.2008, 3, p. 169-196
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