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Comparing VaR Approximation Methods that Use the First Four Moments as Inputs
Lien, Donald, Stroud, Christopher, Ye, KeyingVolume:
45
Language:
english
Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610918.2013.863921
Date:
February, 2016
File:
PDF, 359 KB
english, 2016