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Journal: J. Risk Financial Manag., 2023
Volume: 16
Number: 391

Article: Properties of VaR and CVaR Risk Measures in High-Frequency Domain: Long–Short Asymmetry and Significance of the Power-Law Tail
Authors: by Tetsuya Takaishi
Link: https://www.mdpi.com/1911-8074/16/9/391

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