WITHDRAWN: VaR is subject to a significant positive bias☆

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Statistics & Probability Letters 2004 / 11

WITHDRAWN: VaR is subject to a significant positive bias☆

Inui, Koji, Kijima, Masaaki, Kitano, Atsushi
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Journal:
Statistics & Probability Letters
DOI:
10.1016/j.spl.2004.10.020
Date:
November, 2004
File:
PDF, 16 KB
2004
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