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Finance And Economics Discussion Series Dynamic Factor Value At Risk For Large Heteroskedastic Portfolios(1st Edition)

Authors:

United States Federal Reserve Board , Sirio Aramonte

Free finance and economics discussion series dynamic factor value at risk for large heteroskedastic portfolios 1st
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Cover Type:Hardcover
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Book details

ISBN: 1288702175, 9781288702176

Book publisher: Bibliogov