Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis. (Q1406485)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis. |
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Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis. (English)
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4 September 2003
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Value at risk
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ARCH models
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Factor analysis
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Risk
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Financial modelling
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