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~isPartOf:"The journal of risk model validation"
~subject:"Ausreißer"
~person:"Choi, Sun-Yong"
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Value-at-risk estimation with the Carr-Geman-Madan-Yor process : an empirical study on foreign exchange rates
Choi, Sun-Yong
- In:
The journal of risk model validation
10
(
2016
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011527478
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