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Value-at-risk prediction using context modeling

✍ Scribed by Denecker, K.; Van Assche, S.; Crombez, J.; Vander Vennet, R.; Lemahieu, I.

Book ID: 113055850
Publisher: Springer
Year: 2001
Tongue: English
Weight: 366 KB
Volume: 20
Category: Article
ISSN: 1434-6036
DOI: 10.1007/s100510170227

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