Statistics for An ICA-GARCH approach to computing portfolio VAR with applications to South African financial markets
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| An ICA-GARCH approach to computing portfolio VAR with applications to South African financial markets | 3 |
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| August 2024 | 0 |
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File Visits
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| An ICA-GARCH Approach to Computing Portfolio VaR with Applications to South African Financial Markets - By Victor Mombeya~1.pdf | 79 |
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