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Nancy Y. C. Chan · Study

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Nancy Y. C. Chan

1 works· latest 2010· 1 institutionscluster: provisional

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i101

Citations125

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Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets2010 · 125 citations

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Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets

Journal of Business and Economic Statistics·2010·3 authors

125citations