{"version":"1.0","type":"rich","provider_name":"EbookNetworking","provider_url":"https://www.ebooknetworking.net","title":"Value-at-risk forecasting with the ARMA-GARCH family of models: Evaluation of ARMA-GARCH based models in a period of increased volatility on stock markets","author_name":"Ivo Jánský","thumbnail_url":"https://www.ebooknetworking.net/books/363/937/big3639376382.jpg","thumbnail_width":330,"thumbnail_height":500,"html":"<a href=\"https://www.ebooknetworking.net/books_detail-3639376382.html\">Value-at-risk forecasting with the ARMA-GARCH family of models: Evaluation of ARMA-GARCH based models in a period of increased volatility on stock markets</a>","width":400,"height":300}