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Evaluating portfolio Value-at-Risk using semi-parametric GARCH models

Bibliographic reference Rombouts, Jeroen ; Verbeek, Marno. Evaluating portfolio Value-at-Risk using semi-parametric GARCH models. In: Quantitative Finance, Vol. 9, no. 6, p. 737-745 (2009)
Permanent URL http://hdl.handle.net/2078.1/34579
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