"The Use of Ratios to Compare Volatilities and VaRs."

J. Martin van Zyl (2008)

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DOI: 10.1080/03610910802361341

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type: Journal Article

metadata version: 2020-05-10

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J. Martin van Zyl:
The Use of Ratios to Compare Volatilities and VaRs. Commun. Stat. Simul. Comput. 37(10): 2089-2095 (2008)

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