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Forecasting value-at-risk for frontier stock market indexes using GARCH-type models and extreme value theory : model validation for dynamic models
Ng, Dany Allen Nicholas Cheong Vee
;
Gonpot, Preethee Nunkoo
- In:
The journal of risk model validation
8
(
2014
)
4
,
pp. 47-67
Persistent link: https://www.econbiz.de/10010506584
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