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VaR modelling on long run horizons - MaRDI portal

VaR modelling on long run horizons (Q2487620)

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scientific article
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VaR modelling on long run horizons
scientific article

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    title
    VaR modelling on long run horizons (English)
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    publication date
    8 August 2005
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    Identifiers

    zbMATH DE Number
    2193694
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