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~isPartOf:"FAME research paper series"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
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Forecasting the Value-at-Risk of REITs using realized volatility jump models
Odusami, Babatunde Olatunji
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013186421
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