SOAS Research Online

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 (2023) 'CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features.' Journal of the Royal Statistical Society Series C: Applied Statistics. (Forthcoming)

This list was generated on Sat Dec 2 04:00:36 2023 GMT.