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1. Value-at-risk forecasting based on the Asymmetric Exponential Power distribution

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Open Access

Author:: Ou, Lu
Title:: Value-at-risk forecasting based on the Asymmetric Exponential Power distribution
Graduate Program:: Statistics
Keywords:: Asymmetric Exponential Power distribution
Value-at-risk
Forecasting
File:: Download STATMS.pdf
Committee Members:: Zhibiao Zhao, Thesis Advisor/Co-Advisor