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~isPartOf:"Applied financial economics"
~isPartOf:"Discussion paper series / Hitotsubashi University Research Unit for Statistical Analysis in Social Sciences"
~person:"Lee, Ming-chih"
~subject:"Schätzung"
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Applied financial economics
Discussion paper series / Hitotsubashi University Research Unit for Statistical Analysis in Social Sciences
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Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang
;
Lee, Ming-chih
;
Hung, Jui-cheng
- In:
Applied financial economics
15
(
2005
)
15
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
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