Would student's t-GARCH improve VaR estimates?
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| Format: | Master's thesis |
| Language: | eng |
| Published: |
Jyväskylä,
2005.
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| Subjects: | |
| Online Access: | https://jyu.finna.fi/Record/jykdok.1005040 |
| Physical Description: | 52 sivua |
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