Maximum drawdown distributions with volatility persistence

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Bibliographische Detailangaben
Veröffentlicht in:Hedge funds
1. Verfasser: Wilkens, Kathryn (VerfasserIn)
Weitere Verfasser: Morales, Carlos J. (VerfasserIn), Roman, Luis (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2005
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