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    Optimal window size detection in Value-at-Risk forecasting: A case study on conditional generalised hyperbolic models

    Optimal window size detection in Value-at-Risk forecasting: A case study on conditional generalised hyperbolic models by Huang, Chun-Kai, Huang, Karl, Hammujuddy, Jahvaid, Chinhamu, Knowledge

    Published 2022
    “…South African Statistical Association…”
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