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                                       Details for article 15 of 667 found articles
 
 
  An intraday-return-based Value-at-Risk model driven by dynamic conditional score with censored generalized Pareto distribution
 
 
Title: An intraday-return-based Value-at-Risk model driven by dynamic conditional score with censored generalized Pareto distribution
Author: Song, Shijia
Tian, Fei
Li, Handong
Appeared in: Journal of Asian economics
Paging: Volume 74 () nr. C pages p.
Year: 2021
Contents:
Publisher: Elsevier Inc.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 15 of 667 found articles
 
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 Koninklijke Bibliotheek - National Library of the Netherlands