On the appropriateness of inappropriate VaR models (Q878314): Difference between revisions

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Latest revision as of 17:07, 25 June 2024

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On the appropriateness of inappropriate VaR models
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    On the appropriateness of inappropriate VaR models (English)
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    26 April 2007
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    value-at-risk
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    market index model
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    principal components
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    random effects model
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    probability forecast
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