Evaluating effects of excess kurtosis on VaR estimates: Evidence for international stock indices
| Year of publication: |
2006
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|---|---|
| Authors: | Baixauli, J.Samuel ; Alvarez, Susana |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 27.2006, 1, p. 27-46
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