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An intraday-return-based Value-at-Risk model driven by dynamic conditional score with censored generalized Pareto distribution
Song, Shijia
;
Tian, Fei
;
Li, Handong
- In:
Journal of Asian economics
74
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012803294
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