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"Data-analytic approaches to the estimation of Value-at-Risk."

Jianqing Fan, Juan Gu (2003)

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DOI: 10.1109/CIFER.2003.1196271

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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  - conf/cifer/FanG03
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Jianqing Fan, Juan Gu:
Data-analytic approaches to the estimation of Value-at-Risk. CIFEr 2003: 271-277

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