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XLSX
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2019/6
Publication Year:
2019
Jiahua Xu
Semiparametric Value-At-Risk Estimation of Portfolios
This MATLAB-code reproduces the results of Xu, Jiahua (2019). Semiparametric Value-At-Risk Estimation of Portfolios. A replication study of Dias (Journal of Banking &...
DOI:10.15456/iree.2018304.055009
XLSX
m
mat
