Value at risk forecasting with the ARMA GARCH family of models: Evaluation based models in a period increased volatility on stock markets

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Amazon Pages: 112, Paperback, VDM Verlag Dr. Müller
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Pages: 112, Paperback, VDM Verlag Dr. Müller

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Brand VDM Verlag
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  • 9783639376388

Vieweg+Teubner Verlag

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