Incorporating higher moments into value-at-risk forecasting
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DOI: 10.1002/for.1155
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- repec:spr:comaot:v:23:y:2017:i:3:d:10.1007_s10588-016-9231-3 is not listed on IDEAS
- Abad, Pilar & Benito, Sonia, 2013. "A detailed comparison of value at risk estimates," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 258-276.
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- Olivier Bos & Beatrice Roussillon & Paul Schweinzer, 2016. "Agreeing on efficient emissions reduction," Post-Print hal-01484843, HAL.
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