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Journal Articles Finance Year : 2015
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hal-01243402 , version 1 (15-12-2015)

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Benjamin Hamidi, Christophe Hurlin, Patrick Kouontchou, Bertrand Maillet. A DARE for VaR. Finance, 2015, 36 (1), pp.7--38. ⟨10.3917/fina.361.0007⟩. ⟨hal-01243402⟩
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