has been cited by the following article(s):
[1]
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An Optimal Threshod Selection Approach for the Value at Risk of the Extreme Events
Lobachevskii Journal of Mathematics,
2022
DOI:10.1134/S1995080222120071
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[2]
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Risk analysis of five stocks indexed by LQ45 using credible value at risk and credible expected tail loss
Journal of Physics: Conference Series,
2021
DOI:10.1088/1742-6596/1918/4/042023
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