Non-Linear Value-at-Risk *
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Publication:4264093
DOI10.1023/A:1009779322802zbMath0932.91022OpenAlexW3123883283MaRDI QIDQ4264093
Mark Britten-Jones, Stephen M. Schaefer
Publication date: 11 November 1999
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009779322802
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