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Computing value at risk with high frequency data

Andrea Beltratti and Claudio Morana ()

Journal of Empirical Finance, 1999, vol. 6, issue 5, 431-455

Date: 1999
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Journal of Empirical Finance is currently edited by R. T. Baillie, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

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