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Journal: J. Risk Financial Manag., 2023
Volume: 16
Number: 312

Article: Estimating Value-at-Risk in the EURUSD Currency Cross from Implied Volatilities Using Machine Learning Methods and Quantile Regression
Authors: by Herman Mørkved Blom, Petter Eilif de Lange and Morten Risstad
Link: https://www.mdpi.com/1911-8074/16/7/312

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