A nonparametric approach to calculating value-at-risk (Q2442522): Difference between revisions
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Revision as of 23:01, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametric approach to calculating value-at-risk |
scientific article |
Statements
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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