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Comparison of Semi-Parametric and Benchmark Value-At-Risk Models in Several Time Periods with Different Volatility Levels Cover

Comparison of Semi-Parametric and Benchmark Value-At-Risk Models in Several Time Periods with Different Volatility Levels

Open Access
|Feb 2019

References

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Language: English
Page range: 67 - 82
Submitted on: Nov 15, 2017
Accepted on: Jun 30, 2018
Published on: Feb 14, 2019
Published by: University of Information Technology and Management in Rzeszow
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year

© 2019 Mateusz Buczyński, Marcin Chlebus, published by University of Information Technology and Management in Rzeszow
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.