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Value at Risk Using the Factor-ARCH Model

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Charlotte Christiansen, Denmark
Original languageEnglish
JournalJournal of Risk
Volume1
Issue2
Pages (from-to)65-86
Number of pages22
ISSN1465-1211
Publication statusPublished - 1999

    Research areas

  • HHÅ forskning

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ID: 32311074