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~person:"Wang, Shengwei"
~subject:"Börsenkurs"
~subject:"Zeitreihenanalyse"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Proceedings of 2013 world agricultural outlook conference
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Study on extreme risk measurement of Chinese soybean futures market : VaR based on GARCH model
Li, Ganqiong
;
Xu, Shiwei
;
Wang, Shengwei
;
Yu, Haipeng
- In:
Proceedings of 2013 world agricultural outlook conference
,
(pp. 161-171)
.
2014
Persistent link: https://www.econbiz.de/10010416299
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