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~person:"Mihailescu, Laurent̜iu"
~source:"econis"
~subject:"Aktienindex"
~subject:"Sequential analysis"
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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A sequential method for the evaluation of the VaR model based on the run between exceedances
Mihailescu, Laurent̜iu
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
88
(
2004
)
1
,
pp. 51-72
Persistent link: https://www.econbiz.de/10001967136
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