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Journal: J. Risk Financial Manag., 2018
Volume: 11
Number: 18
Article:
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH
Authors:
by
Paul Bui Quang, Tony Klein, Nam H. Nguyen and Thomas Walther
Link:
https://www.mdpi.com/1911-8074/11/2/18
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