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Journal: J. Risk Financial Manag., 2018
Volume: 11
Number: 7

Article: Does the Assumption on Innovation Process Play an Important Role for Filtered Historical Simulation Model?
Authors: by Emrah Altun, Huseyin Tatlidil, Gamze Ozel and Saralees Nadarajah
Link: https://www.mdpi.com/1911-8074/11/1/7

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