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Munich Personal RePEc Archive

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Number of items: 2.

E

El Ghourabi, Mohamed and Francq, Christian and Telmoudi, Fedya (2013): Consistent estimation of the Value-at-Risk when the error distribution of the volatility model is misspecified.

F

Francq, Christian and Zakoian, Jean-Michel (2013): Inference in non stationary asymmetric garch models.

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