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"Value-at-Risk via mixture distributions reconsidered."

Markus Haas (2009)

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DOI: 10.1016/J.AMC.2009.08.005

access: closed

type: Journal Article

metadata version: 2020-02-21

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Markus Haas:
Value-at-Risk via mixture distributions reconsidered. Appl. Math. Comput. 215(6): 2103-2119 (2009)

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