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~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~isPartOf:"Working paper"
~person:"Christiansen, Charlotte"
~subject:"Time series analysis"
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Value at risk using the factor-ARCH model
Christiansen, Charlotte
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1998
Persistent link: https://www.econbiz.de/10000994075
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
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2002
Persistent link: https://www.econbiz.de/10001721479
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