A residual bootstrap for conditional value-at-risk (Q6193032)
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scientific article; zbMATH DE number 7803947
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A residual bootstrap for conditional value-at-risk |
scientific article; zbMATH DE number 7803947 |
Statements
A residual bootstrap for conditional value-at-risk (English)
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13 February 2024
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residual bootstrap
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value-at-risk
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GARCH
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