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~isPartOf:"Economics letters"
~person:"Anatolyev, Stanislav"
~person:"Ardia, David"
~subject:"GARCH"
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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 F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
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