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Empirical likelihood-based evaluations of Value at Risk models

✍ Scribed by ZhengHong Wei; SongQiao Wen; LiXing Zhu

Book ID: 107347955
Publisher: SP Science China Press
Year: 2009
Tongue: English
Weight: 214 KB
Volume: 52
Category: Article
ISSN: 1674-7283
DOI: 10.1007/s11425-009-0050-6

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