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Risk: An R Package for Financial Risk Measures. (2019). Nadarajah, Saralees ; Chan, Stephen.
In: Computational Economics.
RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9806-9.

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  1. Omega Compatibility: A Meta-analysis. (2023). Zhang, Xiang ; Maillet, Bertrand ; Caporin, Massimiliano ; Bernard, Carole.
    In: Computational Economics.
    RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10306-x.

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  2. Bootstrapping Time-Varying Uncertainty Intervals for Extreme Daily Return Periods. (2022). Makatjane, Katleho.
    In: IJFS.
    RePEc:gam:jijfss:v:10:y:2022:i:1:p:10-:d:735281.

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  3. Analysis and Forecasting of Risk in Count Processes. (2021). Frahm, Gabriel ; Weiss, Christian H ; Homburg, Annika ; Gob, Rainer ; Alwan, Layth C.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:182-:d:537533.

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References

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