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"An approach to VaR for capital markets with Gaussian mixture."

Ming-Heng Zhang, QianSheng Cheng (2005)

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DOI: 10.1016/J.AMC.2004.10.004

access: closed

type: Journal Article

metadata version: 2020-02-21

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Ming-Heng Zhang, QianSheng Cheng:
An approach to VaR for capital markets with Gaussian mixture. Appl. Math. Comput. 168(2): 1079-1085 (2005)

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