Adelaide Research & Scholarship
Browsing "Mathematical Sciences publications" by Author Fabozzi, Frank J.
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| Preview | Issue Date | Title | Author(s) |
|---|---|---|---|
| 2010 | Index-exciting CAViaR: A new empirical time-varying risk model | Huang, Dashan; Yu, Baimin; Lu, Zudi; Fabozzi, Frank J.; Focardi, Sergio; Fukushima, M. |