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Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach Alexander J. McNeil and Rudiger Frey Journal of Empirical Finance, 2000, vol. 7, issue 3-4, 271-300 Date: 2000 References: View references in EconPapers View complete reference list from CitEc Citations: View citations in EconPapers (690)
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