A multivariate FGD technique to improve VaR computation in equity markets
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Publication:2477608
DOI10.1007/s10287-004-0028-3zbMath1133.91441OpenAlexW2035683016MaRDI QIDQ2477608
Giovanni Barone-Adesi, Francesco Audrino
Publication date: 14 March 2008
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: http://doc.rero.ch/record/20111/files/audrino_cms_2005.pdf
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