Forecasting value-at-risk with a duration-based POT method (Q2227456)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting value-at-risk with a duration-based POT method |
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Forecasting value-at-risk with a duration-based POT method (English)
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15 February 2021
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quantitative risk management
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statistics of extremes
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financial time series
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