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subject:"Share price"
subject:"Stock index"
~isPartOf:"Discussion paper / Tinbergen Institute"
~language:"eng"
~person:"Hoogerheide, Lennart"
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GARCH models for daily stock returns : impact of estimation frequency on value-at-risk and expected shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart
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2013
Persistent link: https://www.econbiz.de/10010191413
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