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Benito Muela, Sonia and López-Martín, Carmen and Navarro, Mª Ángeles (2018) Assessing the importance of the choice threshold in quantifying market risk under the POT method (EVT). [ Documentos de Trabajo del ICAE; nº 20, 2018, ISSN: 2341-2356 ] (Unpublished)

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