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Christian C. P. Wolff

2 published titles

Modelling scale consistent VaR with the truncated Lévy flight

(Contributor)

1 edition

  • Centre for Economic Policy Research
  • 2001
  • Details

More evidence on the dollar risk premium in the foreign exchange market

(Contributor)

1 edition

  • Centre for Economic Policy Research
  • 2003
  • Details

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