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Search: subject:"conditional autoregressive value at risk(CAViaR)"
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The importance of window size : a study on the required window size for optimal-quality market risk models
Buczyński, Mateusz
;
Chlebus, Marcin
- In:
The journal of risk model validation
16
(
2022
)
1
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pp. 77-97
Persistent link: https://www.econbiz.de/10014540551
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