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"VaR Prediction under Long Memory in Volatility."

Harald Kinateder, Niklas Wagner (2010)

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DOI: 10.1007/978-3-642-20009-0_20

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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  dblp key:
  - conf/or/KinatederW10
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Harald Kinateder, Niklas Wagner:
VaR Prediction under Long Memory in Volatility. OR 2010: 123-128

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