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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The journal of risk model validation"
~person:"Buczy´nski, Mateusz"
~subject:"Panel"
~subject:"Portfolio selection"
~subject:"Share price"
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Journal of risk and financial management : JRFM
The journal of risk model validation
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Old-fashioned parametric models are still the best : a comparison of value-at-risk approaches in several volatility states
Buczy´nski, Mateusz
;
Chlebus, Marcin
- In:
The journal of risk model validation
14
(
2020
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014335934
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