A nonparametric approach to calculating value-at-risk (Q2442522)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametric approach to calculating value-at-risk |
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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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