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~institution:"Instituto Valenciano de Investigaciones Económicas"
~institution:"University of York / Department of Economics and Related Studies"
~subject:"Bootstrap approach"
~subject:"Portfolio-Management"
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Accurate measures of value at risk fitting fat tails
Baixauli, J. Samuel
(
contributor
); …
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001745450
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