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"Estimating Value-at-Risk and Expected Shortfall using the intraday low and ..."
Xiaochun Meng, James W. Taylor (2020)
- Xiaochun Meng, James W. Taylor:
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data. Eur. J. Oper. Res. 280(1): 191-202 (2020)
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