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Title: Value-at-risk in a Markov regime-switching GARCH framework
Author: Sajjad, Rasoul.
ISNI:       0000 0001 3545 6946
Awarding Body: University of Essex
Current Institution: The University of Essex pre-October 2008
Date of Award: 2007
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available