"Multi-level Conditional VaR Estimation in Dynamic Models."

Christian Francq, Jean-Michel Zakoïan (2014)

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DOI: 10.1007/978-3-319-03395-2_1

access: closed

type: Conference or Workshop Paper

metadata version: 2021-10-14

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Christian Francq, Jean-Michel Zakoïan:
Multi-level Conditional VaR Estimation in Dynamic Models. TES 2014: 3-19

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