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person:"Rombouts, Jeroen V. K."
~isPartOf:"ERIM report series research in management"
~person:"Christoffersen, Peter F."
~person:"McAleer, Michael"
~person:"Zakoïan, Jean-Michel"
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Evaluating portfolio value-at-risk using semi-parametric GARCH models
Rombouts, Jeroen V. K.
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2004
Persistent link: https://www.econbiz.de/10002505827
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