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A quantile-based Time at Risk: A new approach for assessing risk in financial markets

✍ Scribed by Bolgorian, Meysam; Raei, Reza

Book ID: 121741571
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 391 KB
Volume: 392
Category: Article
ISSN: 0378-4371
DOI: 10.1016/j.physa.2013.07.020

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