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"A detailed comparison of value at risk estimates."

Pilar Abad, Sonia Benito (2013)

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DOI: 10.1016/J.MATCOM.2012.05.011

access: closed

type: Journal Article

metadata version: 2022-10-02

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Pilar Abad, Sonia Benito:
A detailed comparison of value at risk estimates. Math. Comput. Simul. 94: 258-276 (2013)

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