Does the Assumption on Innovation Process Play an Important Role for Filtered Historical Simulation Model?

Author： Altun Emrah   Tatlidil Huseyin   Ozel Gamze   Nadarajah Saralees  

Publisher： MDPI

E-ISSN： 1911-8074|11|1|7-7

ISSN： 1911-8074

Source： Journal of Risk and Financial Management, Vol.11, Iss.1, 2018-01, pp. : 7-7

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