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| NO | Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date) |
|---|---|
| A rolling analysis on the prediction of value at risk with multivariate GARCH and copula Bai, Yang; Dang, Yibo; Park, Cheolwoo; Lee, Taewook, COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, v.25, no.6, pp.605 - 618, 2018-11 |
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