Browsing Academic Research Papers by Subject "backtesting, generalized autoregressive conditionally heteroscedastic (GARCH) models, Value-at-Risk (VaR), volatility clustering, Conditional and Unconditional Coverage Tests"

Browsing Academic Research Papers by Subject "backtesting, generalized autoregressive conditionally heteroscedastic (GARCH) models, Value-at-Risk (VaR), volatility clustering, Conditional and Unconditional Coverage Tests"

Sort by: Order: Results:

Search DSpace


Advanced Search

Browse

My Account