A residual bootstrap for conditional value-at-risk (Q6193032)

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scientific article; zbMATH DE number 7803947
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A residual bootstrap for conditional value-at-risk
scientific article; zbMATH DE number 7803947

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    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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