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VaR Using the Factor ARCH Model

Research output: Contribution to conferencePaperResearch

  • Charlotte Christiansen, Denmark
Original languageEnglish
Publication year1999
Publication statusPublished - 1999
EventEuropean Finance Association's 26th Annual Meeting, Helsinki, Finland, August -
Duration: 18 Dec 2010 → …

Conference

ConferenceEuropean Finance Association's 26th Annual Meeting, Helsinki, Finland, August
Period18/12/2010 → …

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ID: 32326614