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~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~person:"Patra, Saswat"
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Revisiting value-at-risk and expected shortfall in oil markets under structural breaks : the role of fat-tailed distributions
Patra, Saswat
- In:
Energy economics
101
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013161743
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