Risk Measure Estimation On Fiegarch Processes
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-06-04 (All new papers)
- NEP-ECM-2013-06-04 (Econometrics)
- NEP-ETS-2013-06-04 (Econometric Time Series)
- NEP-RMG-2013-06-04 (Risk Management)
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