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Value-at-risk estimation with the Carr–Geman–Madan–Yor process: an empirical study on foreign exchange rates
Value-at-risk estimation with the Carr–Geman–Madan–Yor process: an empirical study on foreign exchange rates
2016
Sun Yong Choi
Keywords:
Financial economics
Economics
Value at risk
Empirical research
Carr
foreign exchange
Econometrics
foreign exchange rates
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