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"Time-Scale Transformations: Effects on VaR Models."
Fabio Lamantia, Sergio Ortobelli Lozza, Svetlozar T. Rachev (2004)
- Fabio Lamantia, Sergio Ortobelli Lozza, Svetlozar T. Rachev:
Time-Scale Transformations: Effects on VaR Models. International Conference on Computational Science 2004: 779-786
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