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A DARE for VaR

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Keywords : Revue AERES
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https://hal.univ-reunion.fr/hal-01243402
Contributor : Réunion Univ Connect in order to contact the contributor
Submitted on : Tuesday, December 15, 2015 - 7:36:49 AM
Last modification on : Friday, October 14, 2022 - 4:18:23 PM

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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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