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subject:"Risk measure"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Herrera, Rodrigo"
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Value at risk forecasts by extreme value models in a conditional duration framework
Herrera, Rodrigo
;
Schipp, Bernhard
- In:
Journal of empirical finance
23
(
2013
),
pp. 33-47
Persistent link: https://www.econbiz.de/10010221789
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