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~isPartOf:"Journal of empirical finance"
~person:"Dijk, Herman K. van"
~person:"Gerlach, Richard"
~person:"Račev, Svetlozar T."
~person:"Wong, Woon K."
~subject:"Statistical distribution"
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TWO-COMPONENT EXTREME VALUE DI...
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Dijk, Herman K. van
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Journal of empirical finance
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Backtesting value-at-risk based on tail losses
Wong, Woon K.
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 526-538
Persistent link: https://www.econbiz.de/10009267283
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Risk management and dynamic portfolio selection with stable paretian distributions
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009271854
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