Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data

Alexander Beck, Young Shin Kim, Svetlozar Rachev, Michael Feindt, Frank Fabozzi

Research output: Contribution to journalArticle

Original languageEnglish
JournalStudies in Nonlinear Dynamics and Econometrics
DOIs
StatePublished - Jan 11 2013

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