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A parsimonious quantile regression model to forecast day-ahead value-at-risk
Haugom, Erik
;
Ray, Rina
;
Ullrich, Carl J.
;
Veka, Steinar
; …
- In:
Finance research letters
16
(
2016
),
pp. 196-207
Persistent link: https://www.econbiz.de/10011656176
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