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Model fit for the unrestricted VAR Equation (6). | Download Scientific ...
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Model fit for the restricted VAR Equation (7). | Download Scientific ...
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Parameters of Equation (1) of th…
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Parameters of Equation (1) of the VAR model. Explained variable ...
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Graphical representation of the trivariate VAR process of Equation (21 ...
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Graphical representation of the four-variate VAR process of Equation ...

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Computation of the VaR. | Download Table
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Approaches to VaR and ES computations. | Download Table

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