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Applied Economics Volume 53, 2021 - Issue 4
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Research Article

Unconditional density vs conditional density functions in estimating value-at-risk

Yen-Chen Chiua Department of Finance, National Taichung University of Science and of Technology, TaiwanCorrespondence[email protected]
&
I-Yuan Chuangb Department of Finance, National Chung Cheng University, Chia-Yi, Taiwan
Pages 482-494 | Published online: 30 Aug 2020

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