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1 research outputs found
Value-at-risk forecasts by dynamic spatial panel GJR-GARCH model for international stock indices portfolio
Author
A Amaral
A Balamash
+57 more
A Koulakiotis
B Arshanalli
B Fingleton
B Mendes
B Zhu
BH Baltagi
BN Huang
F Moscone
F Revelli
G Arbia
G Bekaert
G Fernández-Avilés
G Fernández-Avilés
G Millo
GNF Weiß
H Badinger
H Hisao
H Markowitz
HH Kelejian
HNE Byström
HQ Zhu
J Baruník
JC Hung
JP Elhorst
JP Elhorst
JP Elhorst
JP LeSage
L Anselin
L Deng
L Su
M Arnold
M Orhan
MC Chiu
N Alper Gormus
O Ajilore
O Doğan
O Doğan
P Fousekis
P Gong
P Jorion
PF Christoffersen
PH Kupiec
PM Robinson
PR Hansen
R Aloui
S Aboura
S Degiannakis
S Hu
SF Liu
T Bollerslev
T Schmitt
X Wang
X Xu
Y Lai
Y Laih
Y Weng
Z Wang
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
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