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~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~person:"Angelidis, Timotheos"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliographie enthalten"
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Angelidis, Timotheos
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Review of quantitative finance and accounting
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A robust VaR model under different time periods and weighting schemes
Angelidis, Timotheos
;
Benos, Alexandros Vassiliou
; …
- In:
Review of quantitative finance and accounting
28
(
2007
)
2
,
pp. 187-201
Persistent link: https://www.econbiz.de/10003492794
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