A New Approach for Using Lévy Processes for Determining High-Frequency Value-at-Risk Predictions
| Year of publication: |
2009
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|---|---|
| Authors: | Sun, Wei ; Rachev, Svetlozar ; Fabozzi, Frankj |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Blackwell, ISSN 1354-7798, ZDB-ID 12353784. - Vol. 15.2009, 2, p. 340-361
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