A Note on Estimating Market-based Minimum Capital Risk Requirements: A Multivariate GARCH Approach
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: The Manchester School
سال: 2002
ISSN: 1463-6786,1467-9957
DOI: 10.1111/1467-9957.00319