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2013
Alexander, C., Lazar, E. 
ORCID: https://orcid.org/0000-0002-8761-0754 and Stanescu, S.
(2013)
Forecasting VaR using analytic higher moments for GARCH processes.
International Review of Financial Analysis, 30.
pp. 36-45.
ISSN 1057-5219
doi: 10.1016/j.irfa.2013.05.006