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|Title:||On a Constrained Arch Model for The Prediction of VAR|
|Keywords:||Value-at-Risk, ARCH, GARCH, risk management, Mean Absolute Deviation|
|Citation:||WANG MENGXI (2009-03-23). On a Constrained Arch Model for The Prediction of VAR. ScholarBank@NUS Repository.|
|Appears in Collections:||Master's Theses (Closed)|
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