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Estimation of VaR by Employing Economic News in GARCH Models

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Book Details

Contributors
Author Sindelka Ondrej
Dimensions
Width 5.98 inch
Height 0.28 inch
Weight 204 g
Format
Binding Paperback
Overview
Number of Pages 132 Pages
Publisher LAP Lambert Academic Publishing AG & Co KG
Publication Year 2012
ISBN-13 9783659247729
ISBN-10 3659247723
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