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Testing and comparing Value-at-Risk measures, , and . Journal of Empirical Finance, 8 (3): 325--342 (July 2001)Option valuation with conditional skewness, , and . Journal of Econometrics, 131 (1-2): 253--284 (00 2006)Parametric Verification of Weighted Systems., , , , , and . SynCoP, volume 44 of OASIcs, page 77-90. Schloss Dagstuhl - Leibniz-Zentrum für Informatik, (2015)Size matters: The impact of financial liberalization on individual firms, , and . Journal of International Money and Finance, 25 (8): 1296--1318 (December 2006)Let's get "real" about using economic data, , and . Journal of Empirical Finance, 9 (3): 343--360 (August 2002)Rare Disasters, Credit, and Option Market Puzzles., , and . Manag. Sci., 63 (5): 1341-1364 (2017)The importance of the loss function in option valuation, and . Journal of Financial Economics, 72 (2): 291--318 (May 2004)Which GARCH Model for Option Valuation?, and . Manag. Sci., 50 (9): 1204-1221 (2004)Handbook of Economic Forecasting, , , and . Volume 1, chapter Chapter 15 Volatility and Correlation Forecasting, page 777--878. Elsevier, (2006)Evaluating Value-at-Risk Models with Desk-Level Data., , and . Manag. Sci., 57 (12): 2213-2227 (2011)