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Presentations at an Academic or Professional conference (2016), 10th International Conference on Computational and Financial Econometrics (CFE 2016)

Risk Measure Estimates in Quiet and Turbulent Times: an Empirical Study

KRATZ Marie , CHOTARD R.

KRATZ, M. and CHOTARD, R. (2016). Risk Measure Estimates in Quiet and Turbulent Times: an Empirical Study. In: 10th International Conference on Computational and Financial Econometrics (CFE 2016).