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~isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~subject:"Index number"
~subject:"Time series analysis"
~type_genre:"Working Paper"
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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A sequential method for the evaluation of the VaR model based on the run between exceedancers
Mihailescu, Laurenţiu
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2003
Persistent link: https://www.econbiz.de/10001762989
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