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Items where Author is "Oberoi, Jaideep"

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Mitrodima, Gelly and Oberoi, Jaideep (2024) CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features. Journal of the Royal Statistical Society. Series C: Applied Statistics, 73 (1). 1 - 27. ISSN 0035-9254

This list was generated on Wed May 22 01:20:01 2024 BST.