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Using Exponentially Weighted Quantile Regression to Estimate Value at Risk and Expected Shortfall

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Publisher copy:
10.1093/jjfinec/nbn007

Authors


Prof James Taylor More by this author
Volume:
6
Issue:
3
Pages:
382-406
Publication date:
2008
DOI:
URN:
uuid:ebb4ca5c-b92f-4c84-9ed3-6c7d52e1637d
Source identifiers:
2094
Local pid:
daisy:2094

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