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    Quantification of the stock market value at risk by using FIAPARCH, HYGARCH and FIGARCH models

    Quantification of the stock market value at risk by using FIAPARCH, HYGARCH and FIGARCH models af Moses Khumalo, Hopolang Mashele, Modisane Seitshiro

    Udgivet 2023-11-01
    Få fuldtekst
    Article

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