On the appropriateness of inappropriate VaR models
| Year of publication: |
2006
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|---|---|
| Authors: | Härdle, W. ; Hlávka, Z. ; Stahl, G. |
| Published in: |
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society. - Heidelberg : Physica-Verl, ISSN 0002-6018, ZDB-ID 442x. - Vol. 90.2006, 2, p. 273-298
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