High Frequency Value at Risk - Empirical Analysis and Implications of Empirical Results
| Year of publication: |
2003
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|---|---|
| Authors: | Krödel, Matthias ; Lister, Michael ; Neukomm, Mark ; Pictet, Olivier |
| Institutions: | Wirtschaftswissenschaftliches Zentrum, Universität Basel |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10009025011