A detailed comparison of value at risk estimates (Q2227451)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A detailed comparison of value at risk estimates |
scientific article |
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A detailed comparison of value at risk estimates (English)
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15 February 2021
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value at risk
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parametric model
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extreme value theory model
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GARCH model
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risk management
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