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A DARE for VaR

Abstract : no abstract
Keywords : Revue AERES
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https://hal.univ-reunion.fr/hal-01243402
Contributor : Réunion Univ <>
Submitted on : Tuesday, December 15, 2015 - 7:36:49 AM
Last modification on : Wednesday, September 23, 2020 - 4:27:41 AM

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  • HAL Id : hal-01243402, version 1

Citation

Benjamin Hamidi, Christophe Hurlin, Patrick Kouontchou, Bertrand Maillet. A DARE for VaR. Finance, Presses universitaires de Grenoble, 2015, 36 (1), pp.7--38. ⟨hal-01243402⟩

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