A Generalized SSAR Model and Predictive Distribution with an Application to VaR
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2001-07-23 (Econometrics)
- NEP-ENE-2001-07-23 (Energy Economics)
- NEP-ETS-2001-07-23 (Econometric Time Series)
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