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Uppsala universitet, Statistiska institutionen*
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Search Results - Uppsala universitet, Statistiska institutionen*
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Uppsala universitet, Statistiska institutionen*
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1
FORECASTING FOREIGN EXCHANGE VOLATILITY FOR VALUE AT RISK : CAN REALIZED VOLATILITY OUTPERFORM GARCH PREDICTIONS?
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Fallman, David
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Wirf, Jens
Published 2011
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An empirical evaluation of risk management : Comparison study of volatility models
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Fallman, David
Published 2011
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