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Stress testing techniques and value-at-risk measures: a unified approach
Authors:
Cherubini, Umberto Della_Lunga, Giovanni
Citation:
Umberto Cherubini et Giovanni Della_Lunga, Stress testing techniques and value-at-risk measures: a unified approach, Rivista di matematica per le scienze economiche e sociali sociali, 22(1/2), 1999, pp. 77-99
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