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Applied economics
1
Student-t distribution based VAR-MGARCH
, In:an application of the DCC model on international portfolio ...
Copies: Zentrale;
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Applied economics letters
3
On the application of the dynamic conditional correlation m..:
, In:Copies: Zentrale;
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Applied economics letters
5
Estimating portfolio value-at-risk via dynamic conditional ..
, In:an empirical study on foreign exchange rates
Copies: Zentrale;