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~isPartOf:"International review of financial analysis"
~person:"Alexander, Carol"
~subject:"ARCH model"
~type_genre:"Article in journal"
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Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
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