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Value-At-Risk Forecasting with the Arma-Garch Family of Models

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Book Details

Contributors
Author Ivo J. Nsk
Dimensions
Width 5.98 inch
Height 0.24 inch
Weight 177 g
Format
Binding Paperback
Overview
Number of Pages 112 Pages
Publisher Vdm Verlag
Publication Year 2011
ISBN-13 9783639376388
ISBN-10 3639376382
Language English

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