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Forecasting Value-at-Risk under Different Distributional Assumptions

Bibliographic reference Braione, Manuela ; Scholtes, Nicolas. Forecasting Value-at-Risk under Different Distributional Assumptions. In: Econometrics, Vol. 4, no.3, p. 1-27 (2016)
Permanent URL http://hdl.handle.net/2078.1/173816
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