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A Study of the Performance of Value-At-Risk Averaging and Expected Shortfall Averaging in the Nordic Power Futures Market
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Aaløkken, Maurits Mogenssøn
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Sveinsson, Jørgen Andersen
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A Study of the Performance of Value-at-Risk Averaging and Expected Shortfall Averaging in the Nordic Power Futures Market
by
Aaløkken, Maurits Mogenssøn
,
Sveinsson, Jørgen Andersen
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Dissertation
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Nora - Norwegian Open Research Archives
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