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The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models

David Ardia, Jeremy Kolly and Denis‐Alexandre Trottier

Journal of Forecasting, 2017, vol. 36, issue 7, 808-823

Date: 2017
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Handle: RePEc:wly:jforec:v:36:y:2017:i:7:p:808-823