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Estimating Value-at-Risk for the g-and-h distribution : an indirect inference approach
Bee, Marco
;
Hambuckers, Julien
;
Trapin, Luca
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1255-1266
Persistent link: https://www.econbiz.de/10012194764
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