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VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds

  • A Hakim
  • , Michael McAleer

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages26
EditionEI report serie EI 2009-32
Publication statusPublished - 2009

Publication series

SeriesEI report serie
VolumeEI 2009-32

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