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Backtesting Value-at-Risk: A Duration-Based Approach
Christoffersen, Peter; Pelletier, Denis
Issue Date : 2003-02

Short Run and Long Run Causality in Time Series: Inference
Dufour, Jean-Marie; Pelletier, Denis; Renault, Éric
Issue Date : 2003-09

Showing results 1 to 2 of 2


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