The use of GARCH models in VaR estimation (Q2485471)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The use of GARCH models in VaR estimation |
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The use of GARCH models in VaR estimation (English)
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5 August 2005
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Value at Risk
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GARCH estimation
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Backtesting
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Volatility forecasting
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Quantile loss function
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