Artifactual unit root behavior of value at risk (VaR) (Q297153): Difference between revisions

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+Simulation Techniques in Financial Risk Management
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+Q3843209
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+Quantiles, expectiles and splines
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Q3413299
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+Unit Root Quantile Autoregression Inference
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+Quantile Autoregression
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+Testing for unit roots in autoregressive-moving average models of unknown order
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