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Items Authored/Edited by Boshnakov, Georgi N.

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Nikolaev, Nikolay; Boshnakov, Georgi N. and Zimmer, Robert. 2013. Heavy-tailed mixture GARCH volatility modeling and Value-at-Risk estimation. Expert Systems with Applications, 40(6), pp. 2233-2243. ISSN 0957-4174 [Article]

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