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Conditional tail behaviour and Value at Risk
Authors:
Fabio Bellini a;
Gianna Fig
-talamanca b
-talamanca b
| Affiliations: | a University of Milano-Bicocca, Piazza Ateneo Nuovo 1, 20126 Milan, Italy |
| b University of Perugia, via Pascoli 20, 06123 Perugia, Italy |
DOI:
10.1080/14697680601155516
Publication Frequency:
8 issues per year
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