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1 Ergebnisse
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Quantile-based GARCH-MIDAS: Estimating value-at-risk using ..:
Xu, Yan
;
Wang, Xinyu
;
Liu, Hening
Finance Research Letters. 43 (2021) - p. 101965 , 2021
Link:
https://doi.org/10.1016/j.frl.2021.101965
RT Journal T1
Quantile-based GARCH-MIDAS: Estimating value-at-risk using mixed-frequency information
UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.frl.2021.101965&Exemplar=1&LAN=DE A1 Xu, Yan A1 Wang, Xinyu A1 Liu, Hening PB Elsevier BV YR 2021 SN 1544-6123 JF Finance Research Letters VO 43 SP 101965 LK http://dx.doi.org/https://doi.org/10.1016/j.frl.2021.101965 DO https://doi.org/10.1016/j.frl.2021.101965 SF ELIB - SuUB Bremen
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