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Value-at-risk for long and short trading positions
Giot, Pierre
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Laurent, Sébastien
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2001
Persistent link: https://www.econbiz.de/10001590396
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Modelling daily value-at-risk using realized volatility and Arch type models
Giot, Pierre
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Laurent, Sébastien
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2001
Persistent link: https://www.econbiz.de/10001638521
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