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Latest revision as of 19:10, 12 July 2024

scientific article
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An R Package for Value at Risk and Expected Shortfall
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    45
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    9
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    3416-3434
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    2 August 2016
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    26 October 2016
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    An R Package for Value at Risk and Expected Shortfall (English)
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    expected shortfall
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    parametric distributions
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    value at risk
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