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~isPartOf:"Finance research letters"
~isPartOf:"Journal of the American Statistical Association : JASA"
~person:"Sobreira, Nuno"
~subject:"Forecasting model"
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Finance research letters
Journal of the American Statistical Association : JASA
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Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese stock market
Sobreira, Nuno
;
Louro, Rui
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430745
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