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Sensitivity analysis of Values at Risk

Christian Gourieroux, J. P. Laurent and Olivier Scaillet ()

Journal of Empirical Finance, 2000, vol. 7, issue 3-4, 225-245

Date: 2000
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Working Paper: Sensitivity Analysis of Values at Risk (2000) Downloads
Working Paper: Sensitivity Analysis of Values at Risk (2000) Downloads
Working Paper: Sensitivity Analysis of Values at Risk (2000) Downloads
Working Paper: Sensitivity analysis of values at risk (2000)
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