Approximating the distributions of estimators of financial risk under an asymmetric Laplace law (Q1019977)
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scientific article; zbMATH DE number 5559489
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| English | Approximating the distributions of estimators of financial risk under an asymmetric Laplace law |
scientific article; zbMATH DE number 5559489 |
Statements
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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0.821812629699707
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0.7805160880088806
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0.7795690298080444
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0.7776939272880554
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