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~institution:"Instituto Valenciano de Investigaciones Económicas"
~institution:"University of York / Department of Economics and Related Studies"
~subject:"Bootstrap approach"
~subject:"Stock index"
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Bootstrap approach
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University of York / Department of Economics and Related Studies
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Accurate measures of value at risk fitting fat tails
Baixauli, J. Samuel
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001745450
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Volatility and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria
Ñíguez, Trino-Manuel
(
contributor
)
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115963
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