VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors (Q470430)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors |
scientific article |
Statements
VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors (English)
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12 November 2014
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