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High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables
✍ Scribed by Araújo Santos, Paulo; Fraga Alves, Isabel; Hammoudeh, Shawkat
- Book ID
- 120320313
- Publisher
- Elsevier Science
- Year
- 2013
- Tongue
- English
- Weight
- 369 KB
- Volume
- 26
- Category
- Article
- ISSN
- 1062-9408
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