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Semiparametric Value-At-Risk Estimation of Portfolios. A replication study of Dias (Journal of Banking & Finance, 2014)

by Jiahua Xu

International Journal for Re-Views in Empirical Economics Vol.3, 2019-6, DOI: 10.18718/81781.15
MATLAB-Codes are available »here: (DOI: 10.15456/iree.2018304.055009).

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