Artifactual unit root behavior of value at risk (VaR) (Q297153): Difference between revisions
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Revision as of 19:39, 19 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Artifactual unit root behavior of value at risk (VaR) |
scientific article |
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Artifactual unit root behavior of value at risk (VaR) (English)
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24 June 2016
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quantiles
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value-at-risk
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unit root
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