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Conditional autoregressive value-at-risk: all flavours of CAViaR
Pedro Henrique Melo Albuquerque; Matheus Facure Alves; Maísa Cardoso Aniceto; Gustavo Monteiro Pereira
International Journal of Business Forecasting and Marketing Intelligence (IJBFMI), 2020 Vol.6 No.3, pp.238 - 254
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