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~isPartOf:"Journal of mathematical finance"
~person:"Kato, Takashi"
~person:"Waititu, Antony G."
~person:"Ze-To, Samuel Yau Man"
~subject:"ARCH model"
~subject:"Theorie"
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Kato, Takashi
Waititu, Antony G.
Ze-To, Samuel Yau Man
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Journal of mathematical finance
International journal of theoretical and applied finance
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ECONIS (ZBW)
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Asymptotic analysis for spectral risk measures parameterized by confidence level
Kato, Takashi
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 197-226
Persistent link: https://www.econbiz.de/10011846379
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2
Using conditional extreme value theory to estimate value-at-risk for daily currency exchange rates
Omari, Cyprian Ondieki
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 846-870
Persistent link: https://www.econbiz.de/10011859906
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3
Crisis, value at risk and conditional extreme value theory via the NIG + Jump model
Ze-To, Samuel Yau Man
- In:
Journal of mathematical finance
2
(
2012
)
3
,
pp. 225-237
Persistent link: https://www.econbiz.de/10009711983
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