Evaluating Value-at-Risk Models via Quantile Regression (Q5392692)
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scientific article; zbMATH DE number 5877706
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating Value-at-Risk Models via Quantile Regression |
scientific article; zbMATH DE number 5877706 |
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Evaluating Value-at-Risk Models via Quantile Regression (English)
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13 April 2011
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backtesting
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risk exposure
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