Value-at-Risk Estimation of Precious Metal Returns using Long Memory GARCH Models with Heavy-Tailed Distribution

Value-at-Risk Estimation of Precious Metal Returns using Long Memory GARCH Models with Heavy-Tailed Distribution

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Veröffentlicht in:Journal of statistics applications & probability 2022-01, Vol.11 (1), p.89-107
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title Value-at-Risk Estimation of Precious Metal Returns using Long Memory GARCH Models with Heavy-Tailed Distribution
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