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Liquidity-Adjusted VaR Measurement based on High-Frequency Data: Model Constructing and Backtest

✍ Scribed by Xiao-xing LIU

Book ID: 104453411
Publisher: Elsevier
Year: 2009
Weight: 137 KB
Volume: 29
Category: Article
ISSN: 1874-8651
DOI: 10.1016/s1874-8651(10)60057-9

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