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Journal: Mathematics, 2025
Volume: 13
Number: 1961
Article:
Nonparametric Estimation of Dynamic Value-at-Risk: Multifunctional GARCH Model Case
Authors:
by
Zouaoui Chikr Elmezouar, Ali Laksaci, Ibrahim M. Almanjahie and Fatimah Alshahrani
Link:
https://www.mdpi.com/2227-7390/13/12/1961
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