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~isPartOf:"Insurance: Mathematics and Economics"
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Insurance: Mathematics and Economics
Departmental Working Papers / İktisat Bölümü, Bilkent Üniversitesi
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International Journal of Forecasting
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High volatility, thick tails and extreme value theory in value-at-risk estimation
Gencay, Ramazan
;
Selcuk, Faruk
;
Ulugulyagci, Abdurrahman
- In:
Insurance: Mathematics and Economics
33
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10005374564
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