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  4. A new bootstrap test for multiple assets joint risk testing

A new bootstrap test for multiple assets joint risk testing

Author(s)
Ardia, David  
Chaire de gestion des risques financiers  
Gatarek, Lukasz
Hoogerheide, Lennart
Date issued
April 2017
In
Journal of Risk
Vol
4
No
19
From page
1
To page
22
Reviewed by peer
1
Project(s)
Financial risk management using regime-switching GARCH models  
Later version
https://www.risk.net/journal-of-risk/4562496/a-new-bootstrap-test-for-multiple-assets-joint-risk-testing
Publication type
journal article
Identifiers
https://libra.unine.ch/handle/20.500.14713/51050
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