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The Efficiency of GARCH Models in Realizing Value at Risk Estimates
- JEŘÁBEK, Tomáš. The Efficiency of GARCH Models in Realizing Value at Risk Estimates. In Acta VŠFS : Economic Studies and Analyses. - Praha : Vysoká škola finanční a správní, 2020. ISSN 1802-792X, 2020, vol. 14, no. 1, s. 32-50.
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