"Comparison of Value-at-Risk models using the MCS approach."

Mauro Bernardi, Leopoldo Catania (2016)

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DOI: 10.1007/S00180-016-0646-6

access: closed

type: Journal Article

metadata version: 2020-10-26

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Mauro Bernardi, Leopoldo Catania:
Comparison of Value-at-Risk models using the MCS approach. Comput. Stat. 31(2): 579-608 (2016)

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