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Marinelli, Carlo; D’Addona, Stefano; Rachev, Svetlozar T. A comparison of some univariate models for value-at-risk and expected shortfall. (English) Zbl 1141.91535 Int. J. Theor. Appl. Finance 10, No. 6, 1043-1075 (2007). MSC: 91B30 91B26 PDFBibTeX XMLCite \textit{C. Marinelli} et al., Int. J. Theor. Appl. Finance 10, No. 6, 1043--1075 (2007; Zbl 1141.91535) Full Text: DOI