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Time-consistency of risk measures with GARCH volatilities and their estimation. Klüppelberg, Zhang arxiv.org/abs/1504.04774 #q-fin

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Uploaded on February 2, 2016

motorola_AVaR_jensen_surf

Time-consistency of risk measures with GARCH volatilities and their estimation. Klüppelberg, Zhang arxiv.org/abs/1504.04774 #q-fin

52 views
0 faves
0 comments
Uploaded on February 2, 2016
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