Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
| Year of publication: |
2011
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|---|---|
| Authors: | Su, Jung-Bin ; Hung, Jui-Cheng |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 28.2011, 3, p. 1117-1131
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