Measurement of risk based on QR-GARCH-EVT model (Q2690785)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measurement of risk based on QR-GARCH-EVT model |
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Measurement of risk based on QR-GARCH-EVT model (English)
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17 March 2023
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value at risk
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QR-GARCH
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EVT
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