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~isPartOf:"International journal of theoretical and applied finance"
~person:"Chen, Tzu-ying"
~subject:"Statistical theory"
~subject:"Volatilität"
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VaR/CVaR estimation under stochastic volatility models
Han, Chuan-Hsiang
;
Liu, Wei-han
;
Chen, Tzu-ying
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010363922
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