"The impact of distribution on value-at-risk measures."

David L. Olson, Desheng Wu (2013)

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DOI: 10.1016/J.MCM.2011.06.053

access: open

type: Journal Article

metadata version: 2021-02-17

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David L. Olson, Desheng Wu:
The impact of distribution on value-at-risk measures. Math. Comput. Model. 58(9-10): 1670-1676 (2013)

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