Alternative statistical distributions for estimating value-at-risk: theory and evidence
| Year of publication: |
2012
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|---|---|
| Authors: | Lee, Cheng-Few ; Su, Jung-Bin |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 39.2012, 3, p. 309-332
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