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"Conditional VaR estimation using Pearson's type IV distribution."
Malay Bhattacharyya, Abhishek Chaudhary, Gaurav Yadav (2008)
- Malay Bhattacharyya, Abhishek Chaudhary, Gaurav Yadav:
Conditional VaR estimation using Pearson's type IV distribution. Eur. J. Oper. Res. 191(2): 386-397 (2008)
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