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~institution:"Uniwersytet Warszawski / Wydział Nauk Ekonomicznych"
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Old-fashioned parametric models are still the best : a comparison of Value-at-Risk approaches in several volatility states
Buczyński, Mateusz
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Chlebus, Marcin
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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2019
Persistent link: https://www.econbiz.de/10012041611
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