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subject:"ARCH model"
~isPartOf:"The journal of risk model validation"
~person:"Gurrola-Perez, Pedro"
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Gurrola-Perez, Pedro
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The journal of risk model validation
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The validation of filtered historical value-at-risk models
Gurrola-Perez, Pedro
- In:
The journal of risk model validation
12
(
2018
)
1
,
pp. 85-112
Persistent link: https://www.econbiz.de/10011869735
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