Approximating the distributions of estimators of financial risk under an asymmetric Laplace law (Q1019977)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating the distributions of estimators of financial risk under an asymmetric Laplace law |
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Approximating the distributions of estimators of financial risk under an asymmetric Laplace law (English)
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29 May 2009
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value-at-risk
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expected shortfall
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saddlepoint approximation
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order statistic
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exchange rate
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