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"On approximations of value at risk and expected shortfall involving kurtosis."
Mátyás Barczy, Ádám Dudás, József Gáll (2023)
- Mátyás Barczy, Ádám Dudás, József Gáll:
On approximations of value at risk and expected shortfall involving kurtosis. Commun. Stat. Simul. Comput. 52(3): 770-794 (2023)
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