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Steftcho Dokov · Study
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Steftcho Dokov
1 works
· latest 2007
cluster: provisional
ORCID 0000-0002-6409-3512
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Computing VaR and AVaR of Skewed-T Distribution
2007 · 26 citations
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Computing VaR and AVaR of Skewed-T Distribution
SSRN Electronic Journal
·
2007
·
3 authors
·
preprint
·
Open access
26
citations