Autoregressive conditional heteroskedasticity - Document - PDFSEARCH.IO

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Date: 2003-11-28 10:19:57 Economics Mathematical sciences Mathematical finance Econometrics Time series analysis RiskMetrics Autoregressive conditional heteroskedasticity Value at risk Expected shortfall Financial risk Statistics Actuarial science		Add to Reading List Source URL: www.ecb.europa.eu Download Document from Source Website File Size: 497,08 KB Share Document on Facebook

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