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"Empirical analysis on economic capital by TailVaR model."

Liu Fan, Tian Ling (2014)

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DOI: 10.1504/IJITM.2014.059158

access: closed

type: Journal Article

metadata version: 2020-06-04

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Liu Fan, Tian Ling:
Empirical analysis on economic capital by TailVaR model. Int. J. Inf. Technol. Manag. 13(1): 95-102 (2014)

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