Extremal quantities and value-at-risk

Author(s)
Chernozhukov, Victor; Du, Songzi
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Massachusetts Institute of Technology. Dept. of Economics
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Description
May 24, 2006
Date issued
2006
URI
http://hdl.handle.net/1721.1/63512
Publisher
Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics
Other identifiers
extremalquantiti00cher
Series/Report no.
Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 07-01
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