Reprint of: Generalized Autoregressive Conditional Heteroskedasticity
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DOI: 10.1016/j.jeconom.2023.02.001
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- Khreshna Syuhada & Rizka Puspitasari & I Kadek Darma Arnawa & Lailatul Mufaridho & Elonasari Elonasari & Miftahul Jannah & Aniq Rohmawati, 2024. "Enhancing Value-at-Risk with Credible Expected Risk Models," IJFS, MDPI, vol. 12(3), pages 1-15, August.
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