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subject:"Derivative"
subject:"Risk measure"
~isPartOf:"The journal of risk model validation"
~isPartOf:"Working papers"
~person:"Chen, Wei"
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On the time scaling af value-at-risk with trading
Skoglund, Jimmy
;
Erdman, Donald
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
4
,
pp. 17-26
Persistent link: https://www.econbiz.de/10009422495
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