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  1. 1
    Would student's t-GARCH improve VaR estimates?

    Would student's t-GARCH improve VaR estimates? by Mohamed, Abdelazim

    Published 2005
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    Master's thesis
  2. 2
    Would student's t-GARCH improve VaR estimates?

    Would student's t-GARCH improve VaR estimates? by Mohamed, Abdelazim Reffat

    Published 2005
    Master's thesis
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