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A Jump-diffusion model with stochastic volatility and durations
Wei, Wei
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Pelletier, Denis
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2015
Persistent link: https://www.econbiz.de/10011327726
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Evaluating value-at-risk models with desk-level data
Christoffersen, Peter F.
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Berkowitz, Jeremy
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Pelletier, …
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2009
Persistent link: https://www.econbiz.de/10003865687
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