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ORCID"Several Extended CAViaR Models and Their Applications to the VaR ..."
Xiaorong Yang, Chun He, Jie Chen (2016)
- Xiaorong Yang, Chun He, Jie Chen:
Several Extended CAViaR Models and Their Applications to the VaR Forecasting of the Security Markets. J. Adv. Comput. Intell. Intell. Informatics 20(4): 590-596 (2016)
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