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TWO-COMPONENT EXTREME VALUE DI...
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CEA_372Cass working paper series
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
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European journal of operational research : EJOR
111
Risks : open access journal
106
Finance research letters
105
International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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Finance and stochastics
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Pacific-Basin finance journal
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Evaluating the accuracy of value-at-risk forecasts : new multilevel tests
Leccadito, Arturo
;
Boffelli, Simona
;
Urga, Giovanni
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2013
Persistent link: https://www.econbiz.de/10010440889
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Asymmetric jump beta estimation with implications forportfolio risk management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
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2017
Persistent link: https://www.econbiz.de/10012806610
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