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"Time-Scale Transformations: Effects on VaR Models."

Fabio Lamantia, Sergio Ortobelli Lozza, Svetlozar T. Rachev (2004)

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DOI: 10.1007/978-3-540-25944-2_101

access: closed

type: Conference or Workshop Paper

metadata version: 2023-06-26

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  - conf/iccS/LamantiaOR04
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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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