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~isPartOf:"Journal of empirical finance"
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Journal of empirical finance
Discussion Paper Series In Economics And Econometrics
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A comparison of extreme value theory approaches for determining value at risk
Brooks, C.
;
Clare, A.D.
;
Dalle Molle, J.W.
;
Persand, G.
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 339
Persistent link: https://www.econbiz.de/10007228384
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