Forecasting Value-At-Risk with a Duration-Based Pot Method

AuthID
 P-008-HJD
2
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Tipo de Documento
Article
Year published
2013
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in MATHEMATICS AND COMPUTERS IN SIMULATION, ISSN: 0378-4754
Volume: 94, Páginas: 295-309 (15)
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SCOPUS: 2-s2.0-84888324813
Wos: WOS:000328296700017
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ISSN: 0378-4754
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