Strategic long-term financial risks: single risk factors (Q2574059): Difference between revisions
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Latest revision as of 09:00, 19 December 2024
scientific article
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English | Strategic long-term financial risks: single risk factors |
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Strategic long-term financial risks: single risk factors (English)
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16 November 2005
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expected shortfall
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value-at-risk
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scaling rules
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random walk
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autoregressive model
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GARCH process
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extreme value theory
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