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Academic Journal

Effects of asset frequency components on value-at-risk in emerging and developed markets

Subjects: FIGARCH; Value-at-Risk; wavelets

  • Source: Brazilian Review of Econometrics; Vol. 40 No. 1 (2020); 145-207 ; Brazilian Review of Econometrics; v. 40 n. 1 (2020); 145-207 ; 1980-2447

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