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Volumn 18, Issue 3, 2009, Pages 117-124

Are RiskMetrics forecasts good enough? Evidence from 31 stock markets

Author keywords

GARCH; RiskMetrics; Value at Risk; Volatility forecasting

Indexed keywords


EID: 68649126794     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2009.03.006     Document Type: Article
Times cited : (38)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.