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~isPartOf:"Journal of mathematical finance"
~person:"Waititu, Antony G."
~subject:"Risk measure"
~subject:"Versicherung"
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Using conditional extreme value theory to estimate value-at-risk for daily currency exchange rates
Omari, Cyprian Ondieki
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 846-870
Persistent link: https://www.econbiz.de/10011859906
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