Evaluating Volatility Forecasts and Empirical Distributions in Value at Risk Models
Year of publication: |
1999
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Authors: | Dockner, Engelbert J. ; Scheicher, Martin |
Published in: |
Finanzmarkt und Portfolio-Management. - Luzern, ZDB-ID 6358792. - Vol. 13.1999, 1, p. 39-55
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Saved in:
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