A robust VaR model under different time periods and weighting schemes
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Review of Quantitative Finance and Accounting
سال: 2006
ISSN: 0924-865X,1573-7179
DOI: 10.1007/s11156-006-0010-y