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A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation

✍ Scribed by Figueiredo, Fernanda; Gomes, M. Ivette; Henriques-Rodrigues, Lígia; Miranda, M. Cristina


Book ID
126566496
Publisher
Taylor and Francis Group
Year
2012
Tongue
English
Weight
634 KB
Volume
82
Category
Article
ISSN
0094-9655

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