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Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models
Aloui, Chaker
;
Mabrouk, Samir
- In:
Energy policy
38
(
2010
)
5
,
pp. 2326-2339
Persistent link: https://www.econbiz.de/10008654211
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