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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Risikomaß"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Article"
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European financial management : the journal of the European Financial Management Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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A new approach for using Lévy processes for determining high-frequency value-at-risk predictions
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
European financial management : the journal of the …
15
(
2009
)
2
,
pp. 340-361
Persistent link: https://www.econbiz.de/10003824799
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