On the use of power transformations in CAViaR models
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DOI: 10.1002/for.2627
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Cited by:
- Puneet Prakash & Vikas Sangwan & Kewal Singh, 2021. "Transformational Approach to Analytical Value-at-Risk for near Normal Distributions," JRFM, MDPI, vol. 14(2), pages 1-19, January.
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