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Journal: Energies, 2020
Volume: 13
Number: 3700

Article: Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach
Authors: by Lu Yang and Shigeyuki Hamori
Link: https://www.mdpi.com/1996-1073/13/14/3700

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