A nonparametric approach to calculating value-at-risk (Q2442522): Difference between revisions

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Latest revision as of 13:05, 7 July 2024

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A nonparametric approach to calculating value-at-risk
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    A nonparametric approach to calculating value-at-risk (English)
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    3 April 2014
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    kernel estimation
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    bandwidth selection
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    quantile
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    risk measures
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