Quantile Uncertainty and Value‐at‐Risk Model Risk
| Year of publication: |
2012
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|---|---|
| Authors: | Alexander, Carol ; Sarabia, José María |
| Published in: |
Risk analysis : an international journal. - Malden, Mass. [u.a.] : Blackwell Publ, ISSN 0272-4332, ZDB-ID 7786608. - Vol. 32.2012, 8, p. 1293-1309
|