Original language | English |
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Volume | RM/01 |
Publication status | Published - 2001 |
Modelling daily Value-at-Risk using realized volatility and ARCH type models
Pierre Giot, Sébastien Laurent
Research output: Other contribution
Pierre Giot, Sébastien Laurent
Research output: Other contribution
Original language | English |
---|---|
Volume | RM/01 |
Publication status | Published - 2001 |