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Asymmetric GARCH Value-at-Risk over MSCI in Financial Crisis. (2015). Huang, Han-Ching ; Su, Yong-Chern ; Tsui, Jen-Tien .
In: International Journal of Economics and Financial Issues.
RePEc:eco:journ1:2015-02-08.

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  1. .

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  2. Risk Analysis of China Stock Market During Economic Downturns–Based on GARCH-VaR and Wavelet Transformation Approaches. (2021). Tang, Zijie ; Li, Lei ; Cui, Yiwen.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2021:p:322-336.

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References

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  8. Mandelbrot, B. (1963), The variation of certain speculative prices. Journal of Business, 36, 394-419.

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