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A Free Database of the Latest Research by SOAS Academics and PhD Students

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Number of items: 1.

Journal Article

Mitrodima, Gelly and Oberoi, Jaideep Singh (2024) 'CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features.' Journal of the Royal Statistical Society Series C: Applied Statistics, 73 (1). 1 -27.

This list was generated on Mon Dec 30 03:49:15 2024 GMT.