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Journal: Risks, 2024
Volume: 12
Number: 50
Article:
Value-at-Risk Effectiveness: A High-Frequency Data Approach with Semi-Heavy Tails
Authors:
by
Mario Ivan Contreras-Valdez, Sonal Sahu, José Antonio Núñez-Mora and Roberto JoaquÃn Santillán-Salgado
Link:
https://www.mdpi.com/2227-9091/12/3/50
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